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 | 11.89% | 0.08 CHF | 0.09 CHF | 434'289 | 75'000 | 459'539 | 75'000 | 36'396 CHF | 6'693 CHF | 94.69% | 94.69% |
15.05.2024 | 12.98% | 0.08 CHF | 0.09 CHF | 479'008 | 75'000 | 478'839 | 74'187 | 35'332 CHF | 6'226 CHF | 92.16% | 92.16% |
14.05.2024 | 12.62% | 0.07 CHF | 0.08 CHF | 477'781 | 75'000 | 480'039 | 75'000 | 35'790 CHF | 6'341 CHF | 91.77% | 91.77% |
13.05.2024 | 12.38% | 0.07 CHF | 0.08 CHF | 485'539 | 75'000 | 466'617 | 75'000 | 35'467 CHF | 6'465 CHF | 97.70% | 97.70% |
10.05.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 452'459 | 75'000 | 473'214 | 75'000 | 37'837 CHF | 6'747 CHF | 99.79% | 99.79% |
08.05.2024 | 12.71% | 0.08 CHF | 0.09 CHF | 498'763 | 75'000 | 491'954 | 75'000 | 36'377 CHF | 6'299 CHF | 91.75% | 91.75% |
07.05.2024 | 12.10% | 0.09 CHF | 0.10 CHF | 457'541 | 75'000 | 490'547 | 75'000 | 38'256 CHF | 6'606 CHF | 98.92% | 98.92% |
06.05.2024 | 13.37% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'911 CHF | 5'987 CHF | 98.15% | 98.15% |
03.05.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 499'959 | 75'000 | 35'349 CHF | 6'053 CHF | 78.31% | 78.31% |
02.05.2024 | 15.34% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'109 CHF | 5'266 CHF | 94.94% | 94.94% |