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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 8.26% | 0.13 CHF | 0.14 CHF | 218'025 | 50'000 | 215'231 | 49'760 | 26'857 CHF | 6'744 CHF | 98.90% | 98.90% |
14.05.2024 | 8.79% | 0.11 CHF | 0.13 CHF | 228'109 | 50'000 | 223'918 | 50'000 | 26'252 CHF | 6'402 CHF | 100.00% | 100.00% |
13.05.2024 | 11.22% | 0.10 CHF | 0.12 CHF | 245'589 | 50'000 | 235'578 | 50'000 | 25'861 CHF | 6'157 CHF | 100.00% | 100.00% |
10.05.2024 | 10.49% | 0.11 CHF | 0.12 CHF | 234'795 | 50'000 | 219'152 | 50'000 | 27'061 CHF | 6'862 CHF | 100.00% | 100.00% |
08.05.2024 | 9.18% | 0.12 CHF | 0.13 CHF | 232'716 | 50'000 | 221'671 | 50'000 | 27'282 CHF | 6'782 CHF | 98.83% | 98.83% |
07.05.2024 | 10.14% | 0.13 CHF | 0.14 CHF | 219'934 | 50'000 | 232'339 | 50'000 | 27'494 CHF | 6'547 CHF | 97.06% | 97.06% |
06.05.2024 | 10.14% | 0.11 CHF | 0.12 CHF | 234'327 | 50'000 | 232'172 | 50'000 | 26'390 CHF | 6'298 CHF | 100.00% | 100.00% |
03.05.2024 | 9.17% | 0.13 CHF | 0.14 CHF | 223'490 | 50'000 | 228'629 | 50'000 | 28'141 CHF | 6'754 CHF | 97.94% | 97.94% |
02.05.2024 | 12.32% | 0.11 CHF | 0.12 CHF | 240'602 | 50'000 | 240'357 | 50'000 | 27'108 CHF | 6'387 CHF | 99.40% | 99.40% |
30.04.2024 | 8.03% | 0.13 CHF | 0.14 CHF | 222'873 | 50'000 | 221'252 | 50'000 | 28'122 CHF | 6'887 CHF | 100.00% | 100.00% |