Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 15.45% | 0.07 CHF | 0.08 CHF | 672'000 | 672'000 | 680'248 | 680'248 | 40'655 CHF | 47'458 CHF | 100.00% | 100.00% |
10.05.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 721'300 | 721'300 | 705'362 | 705'362 | 38'795 CHF | 45'849 CHF | 100.00% | 100.00% |
08.05.2024 | 13.48% | 0.07 CHF | 0.08 CHF | 479'600 | 479'600 | 468'785 | 468'785 | 32'549 CHF | 37'237 CHF | 99.06% | 99.06% |
07.05.2024 | 12.29% | 0.09 CHF | 0.10 CHF | 519'800 | 519'800 | 525'959 | 525'959 | 40'228 CHF | 45'487 CHF | 97.65% | 97.65% |
06.05.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 582'800 | 582'800 | 584'897 | 584'897 | 39'918 CHF | 45'767 CHF | 100.00% | 100.00% |
03.05.2024 | 14.33% | 0.07 CHF | 0.08 CHF | 618'500 | 618'500 | 615'346 | 615'346 | 39'904 CHF | 46'057 CHF | 100.00% | 100.00% |
02.05.2024 | 15.94% | 0.06 CHF | 0.07 CHF | 642'800 | 642'800 | 646'876 | 646'876 | 37'394 CHF | 43'863 CHF | 100.00% | 100.00% |
30.04.2024 | 15.13% | 0.06 CHF | 0.07 CHF | 633'400 | 633'400 | 630'623 | 630'623 | 38'609 CHF | 44'917 CHF | 100.00% | 100.00% |
29.04.2024 | 15.07% | 0.06 CHF | 0.07 CHF | 675'100 | 675'100 | 671'882 | 671'882 | 41'284 CHF | 48'004 CHF | 100.00% | 100.00% |
26.04.2024 | 16.09% | 0.06 CHF | 0.07 CHF | 692'100 | 692'100 | 689'090 | 689'090 | 39'460 CHF | 46'351 CHF | 99.62% | 99.62% |