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 | 9.63% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 129'836 | 129'836 | 12'894 CHF | 14'194 CHF | 100.00% | 100.00% |
15.05.2024 | 13.03% | 0.07 CHF | 0.08 CHF | 140'000 | 140'000 | 139'743 | 139'743 | 10'069 CHF | 11'469 CHF | 100.00% | 100.00% |
14.05.2024 | 13.79% | 0.07 CHF | 0.08 CHF | 140'000 | 140'000 | 139'924 | 139'924 | 9'464 CHF | 10'864 CHF | 100.00% | 100.00% |
13.05.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 11'380 CHF | 12'780 CHF | 100.00% | 100.00% |
10.05.2024 | 10.90% | 0.09 CHF | 0.10 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 12'147 CHF | 13'547 CHF | 100.00% | 100.00% |
08.05.2024 | 11.40% | 0.09 CHF | 0.10 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 11'607 CHF | 13'007 CHF | 99.08% | 99.08% |
07.05.2024 | 12.76% | 0.08 CHF | 0.09 CHF | 140'000 | 140'000 | 139'943 | 139'943 | 10'290 CHF | 11'690 CHF | 100.00% | 100.00% |
06.05.2024 | 14.81% | 0.06 CHF | 0.07 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 8'764 CHF | 10'164 CHF | 100.00% | 100.00% |
03.05.2024 | 16.11% | 0.05 CHF | 0.06 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 8'008 CHF | 9'408 CHF | 99.99% | 99.99% |
02.05.2024 | 15.20% | 0.06 CHF | 0.07 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 8'522 CHF | 9'922 CHF | 100.00% | 100.00% |