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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 13.73% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 992'252 | 392'252 | 67'661 CHF | 30'622 CHF | 99.60% | 99.60% |
16.05.2024 | 12.46% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 923'687 | 323'687 | 69'682 CHF | 27'570 CHF | 99.48% | 99.48% |
15.05.2024 | 13.13% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 967'046 | 367'046 | 69'552 CHF | 29'852 CHF | 99.51% | 99.51% |
14.05.2024 | 10.92% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 911'803 | 311'803 | 79'165 CHF | 30'095 CHF | 99.16% | 99.16% |
13.05.2024 | 11.48% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 912'448 | 312'448 | 75'047 CHF | 28'804 CHF | 99.03% | 99.03% |
10.05.2024 | 9.21% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 886'280 | 295'427 | 92'129 CHF | 33'664 CHF | 97.87% | 97.87% |
08.05.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 100'033 CHF | 36'345 CHF | 99.52% | 99.52% |
07.05.2024 | 9.94% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 943'702 | 343'702 | 90'571 CHF | 36'249 CHF | 99.65% | 99.65% |
06.05.2024 | 9.95% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 948'381 | 348'381 | 90'777 CHF | 36'646 CHF | 99.55% | 99.55% |
03.05.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 921'561 | 321'561 | 96'257 CHF | 36'615 CHF | 99.49% | 99.49% |