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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 6.94% | 0.14 CHF | 0.16 CHF | 194'900 | 194'900 | 107'330 | 107'330 | 15'246 CHF | 16'324 CHF | 100.00% | 100.00% |
15.05.2024 | 7.57% | 0.14 CHF | 0.16 CHF | 215'800 | 215'800 | 118'122 | 118'122 | 15'501 CHF | 16'694 CHF | 99.56% | 99.56% |
14.05.2024 | 8.27% | 0.12 CHF | 0.13 CHF | 234'100 | 234'100 | 129'104 | 129'104 | 15'291 CHF | 16'584 CHF | 99.98% | 99.98% |
13.05.2024 | 8.95% | 0.11 CHF | 0.12 CHF | 234'200 | 234'200 | 129'117 | 129'117 | 14'317 CHF | 15'611 CHF | 100.00% | 100.00% |
10.05.2024 | 7.28% | 0.12 CHF | 0.13 CHF | 224'300 | 224'300 | 122'299 | 122'299 | 16'247 CHF | 17'472 CHF | 100.00% | 100.00% |
08.05.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 250'200 | 250'200 | 136'872 | 136'872 | 14'272 CHF | 15'643 CHF | 97.88% | 97.88% |
07.05.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 257'200 | 257'200 | 142'464 | 142'464 | 13'901 CHF | 15'329 CHF | 98.10% | 98.10% |
06.05.2024 | 9.58% | 0.10 CHF | 0.11 CHF | 279'000 | 279'000 | 153'875 | 153'875 | 15'648 CHF | 17'189 CHF | 100.00% | 100.00% |
03.05.2024 | 10.28% | 0.09 CHF | 0.10 CHF | 268'000 | 268'000 | 146'444 | 146'444 | 13'587 CHF | 15'054 CHF | 99.98% | 99.98% |
02.05.2024 | 10.93% | 0.10 CHF | 0.11 CHF | 289'300 | 289'300 | 106'868 | 106'868 | 9'459 CHF | 10'529 CHF | 99.99% | 99.99% |