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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 11.58% | 0.08 CHF | 0.09 CHF | 747'200 | 747'200 | 747'188 | 747'188 | 60'885 CHF | 68'357 CHF | 98.53% | 98.53% |
13.05.2024 | 10.84% | 0.09 CHF | 0.10 CHF | 787'700 | 787'700 | 787'700 | 787'700 | 68'896 CHF | 76'773 CHF | 100.00% | 100.00% |
10.05.2024 | 11.25% | 0.09 CHF | 0.10 CHF | 654'600 | 654'600 | 654'600 | 654'600 | 54'975 CHF | 61'521 CHF | 100.00% | 100.00% |
08.05.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 667'900 | 667'900 | 667'900 | 667'900 | 68'758 CHF | 75'437 CHF | 99.25% | 99.25% |
07.05.2024 | 8.80% | 0.10 CHF | 0.11 CHF | 627'300 | 627'300 | 627'226 | 627'226 | 68'204 CHF | 74'477 CHF | 95.46% | 95.46% |
06.05.2024 | 8.90% | 0.11 CHF | 0.12 CHF | 621'300 | 621'300 | 621'300 | 621'300 | 66'799 CHF | 73'012 CHF | 98.41% | 98.41% |
03.05.2024 | 8.26% | 0.12 CHF | 0.13 CHF | 466'600 | 466'600 | 466'663 | 466'663 | 54'305 CHF | 58'972 CHF | 100.00% | 100.00% |
02.05.2024 | 6.85% | 0.14 CHF | 0.16 CHF | 470'700 | 470'700 | 470'649 | 470'649 | 66'451 CHF | 71'158 CHF | 100.00% | 100.00% |
30.04.2024 | 6.97% | 0.14 CHF | 0.16 CHF | 530'400 | 530'400 | 530'236 | 530'236 | 73'499 CHF | 78'803 CHF | 100.00% | 100.00% |
29.04.2024 | 7.50% | 0.14 CHF | 0.14 CHF | 536'300 | 536'300 | 525'914 | 525'914 | 67'608 CHF | 72'868 CHF | 99.99% | 99.99% |