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 | 12.10% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 646'797 | 336'140 | 50'243 CHF | 29'472 CHF | 99.03% | 99.03% |
15.05.2024 | 9.42% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 506'840 | 439'850 | 51'389 CHF | 50'221 CHF | 99.13% | 99.13% |
14.05.2024 | 12.42% | 0.12 CHF | 0.13 CHF | 575'000 | 300'000 | 676'600 | 368'340 | 51'242 CHF | 31'988 CHF | 98.90% | 98.90% |
13.05.2024 | 15.46% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 847'476 | 435'097 | 50'536 CHF | 30'303 CHF | 99.15% | 99.15% |
10.05.2024 | 11.89% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 627'524 | 327'808 | 49'752 CHF | 29'274 CHF | 96.49% | 96.49% |
08.05.2024 | 9.17% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 489'473 | 430'387 | 50'931 CHF | 50'251 CHF | 99.13% | 99.13% |
07.05.2024 | 6.03% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 324'798 | 324'798 | 52'230 CHF | 55'478 CHF | 98.96% | 98.96% |
06.05.2024 | 5.57% | 0.19 CHF | 0.20 CHF | 250'000 | 225'000 | 295'086 | 295'086 | 51'507 CHF | 54'458 CHF | 92.15% | 92.15% |
03.05.2024 | 5.96% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 321'821 | 321'821 | 52'447 CHF | 55'665 CHF | 99.02% | 99.02% |
02.05.2024 | 5.21% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 276'201 | 276'201 | 51'586 CHF | 54'348 CHF | 98.84% | 98.84% |