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 | 16.25% | 0.06 CHF | 0.07 CHF | 676'600 | 676'600 | 670'215 | 670'215 | 38'015 CHF | 44'724 CHF | 100.00% | 100.00% |
15.05.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 559'800 | 559'800 | 560'224 | 560'224 | 32'634 CHF | 38'250 CHF | 100.00% | 100.00% |
14.05.2024 | 13.60% | 0.07 CHF | 0.08 CHF | 577'800 | 577'800 | 580'940 | 580'940 | 39'867 CHF | 45'677 CHF | 99.98% | 99.98% |
13.05.2024 | 14.16% | 0.07 CHF | 0.08 CHF | 568'900 | 568'900 | 568'900 | 568'900 | 37'343 CHF | 43'032 CHF | 100.00% | 100.00% |
10.05.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 530'500 | 530'500 | 527'846 | 527'846 | 34'301 CHF | 39'580 CHF | 100.00% | 100.00% |
08.05.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 500'600 | 500'600 | 498'679 | 498'679 | 34'927 CHF | 39'913 CHF | 99.15% | 99.15% |
07.05.2024 | 12.18% | 0.08 CHF | 0.09 CHF | 431'700 | 431'700 | 435'622 | 435'622 | 33'645 CHF | 38'002 CHF | 99.76% | 99.76% |
06.05.2024 | 11.21% | 0.09 CHF | 0.10 CHF | 432'500 | 432'500 | 432'500 | 432'500 | 36'445 CHF | 40'770 CHF | 100.00% | 100.00% |
03.05.2024 | 10.28% | 0.09 CHF | 0.10 CHF | 345'900 | 345'900 | 349'545 | 349'545 | 32'475 CHF | 35'971 CHF | 99.99% | 99.99% |
02.05.2024 | 8.99% | 0.11 CHF | 0.12 CHF | 355'400 | 355'400 | 355'377 | 355'377 | 37'763 CHF | 41'317 CHF | 100.00% | 100.00% |