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 | 10.38% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 408'530 | 177'680 | 40'713 CHF | 19'412 CHF | 90.96% | 90.96% |
15.05.2024 | 12.02% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 497'983 | 198'016 | 33'037 CHF | 14'806 CHF | 97.42% | 97.42% |
14.05.2024 | 15.44% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 467'799 | 191'950 | 26'420 CHF | 12'549 CHF | 86.05% | 86.05% |
13.05.2024 | 11.30% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 34'975 CHF | 15'664 CHF | 85.01% | 85.01% |
10.05.2024 | 12.03% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 32'908 CHF | 14'845 CHF | 93.10% | 93.10% |
08.05.2024 | 13.24% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 28'732 CHF | 13'121 CHF | 100.00% | 100.00% |
07.05.2024 | 13.69% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 28'296 CHF | 12'981 CHF | 98.92% | 98.92% |
06.05.2024 | 15.21% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 25'024 CHF | 11'656 CHF | 100.00% | 100.00% |
03.05.2024 | 16.29% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 22'615 CHF | 10'646 CHF | 96.54% | 96.54% |
02.05.2024 | 14.02% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 27'505 CHF | 12'648 CHF | 92.16% | 92.16% |