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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 9.64% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 892'276 | 297'425 | 88'216 CHF | 32'380 CHF | 95.32% | 95.32% |
22.05.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 87'579 CHF | 31'693 CHF | 92.58% | 92.58% |
21.05.2024 | 7.62% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 94'902 CHF | 34'134 CHF | 92.38% | 92.38% |
17.05.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 785'969 | 261'990 | 90'607 CHF | 32'822 CHF | 98.31% | 98.31% |
16.05.2024 | 8.32% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 778'173 | 259'391 | 89'702 CHF | 32'495 CHF | 98.11% | 98.11% |
15.05.2024 | 6.98% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 103'741 CHF | 37'080 CHF | 98.01% | 98.01% |
14.05.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'938 CHF | 33'479 CHF | 98.93% | 98.93% |
13.05.2024 | 7.83% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'107 CHF | 33'202 CHF | 90.57% | 90.57% |
10.05.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'991 CHF | 35'830 CHF | 97.18% | 97.18% |
08.05.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 91'535 CHF | 33'512 CHF | 93.14% | 93.14% |