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 | 13.77% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 892'962 | 299'932 | 60'980 CHF | 23'463 CHF | 99.28% | 99.28% |
15.05.2024 | 8.03% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 643'803 | 214'601 | 77'757 CHF | 28'065 CHF | 99.42% | 99.42% |
14.05.2024 | 6.83% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 85'100 CHF | 30'367 CHF | 99.04% | 99.04% |
13.05.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 86'123 CHF | 30'708 CHF | 99.35% | 99.35% |
10.05.2024 | 6.04% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 96'500 CHF | 34'167 CHF | 99.36% | 99.36% |
08.05.2024 | 10.00% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 782'500 | 260'833 | 74'337 CHF | 27'387 CHF | 99.35% | 99.35% |
07.05.2024 | 9.30% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 77'011 CHF | 28'170 CHF | 99.47% | 99.47% |
06.05.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 754'732 | 251'577 | 82'049 CHF | 29'865 CHF | 99.37% | 99.37% |
03.05.2024 | 9.34% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 809'646 | 269'882 | 82'747 CHF | 30'281 CHF | 99.26% | 99.26% |
02.05.2024 | 8.81% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 775'404 | 258'468 | 84'440 CHF | 30'732 CHF | 99.35% | 99.35% |