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 | 9.14% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 606'555 | 202'185 | 64'225 CHF | 23'430 CHF | 98.15% | 98.15% |
15.05.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 532'678 | 177'559 | 73'337 CHF | 26'221 CHF | 98.02% | 98.02% |
14.05.2024 | 8.28% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 69'712 CHF | 25'237 CHF | 98.95% | 98.95% |
13.05.2024 | 8.24% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 69'944 CHF | 25'315 CHF | 90.59% | 90.59% |
10.05.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 76'213 CHF | 27'404 CHF | 97.16% | 97.16% |
08.05.2024 | 11.38% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 463'252 | 249'753 | 38'575 CHF | 23'260 CHF | 93.12% | 93.12% |
07.05.2024 | 10.81% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 244'140 | 244'140 | 21'395 CHF | 23'836 CHF | 95.18% | 95.18% |
06.05.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 216'926 | 216'926 | 21'733 CHF | 23'902 CHF | 92.76% | 92.76% |
03.05.2024 | 9.58% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 227'882 | 227'882 | 22'637 CHF | 24'916 CHF | 94.91% | 94.91% |
02.05.2024 | 9.02% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 211'433 | 211'433 | 22'350 CHF | 24'464 CHF | 95.46% | 95.46% |