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 | 11.20% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'299 CHF | 47'150 CHF | 100.00% | 100.00% |
15.05.2024 | 9.95% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 974'486 | 761'553 | 93'232 CHF | 81'593 CHF | 100.00% | 100.00% |
14.05.2024 | 9.04% | 0.10 CHF | 0.11 CHF | 925'000 | 925'000 | 886'087 | 886'085 | 93'735 CHF | 102'595 CHF | 92.21% | 92.21% |
13.05.2024 | 9.34% | 0.11 CHF | 0.12 CHF | 900'000 | 900'000 | 893'381 | 893'381 | 91'325 CHF | 100'259 CHF | 100.00% | 100.00% |
10.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 925'000 | 925'000 | 890'394 | 890'395 | 89'039 CHF | 97'943 CHF | 100.00% | 100.00% |
08.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 775'000 | 775'000 | 764'191 | 764'190 | 91'685 CHF | 99'327 CHF | 100.00% | 100.00% |
07.05.2024 | 7.32% | 0.12 CHF | 0.13 CHF | 700'000 | 700'000 | 678'369 | 678'366 | 89'282 CHF | 96'065 CHF | 100.00% | 100.00% |
06.05.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 591'161 | 591'161 | 89'893 CHF | 95'805 CHF | 100.00% | 100.00% |
03.05.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 550'000 | 550'000 | 539'312 | 539'312 | 91'845 CHF | 97'238 CHF | 97.87% | 97.87% |
02.05.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 519'361 | 519'361 | 93'739 CHF | 98'933 CHF | 100.00% | 100.00% |