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 | 8.99% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 474'100 | 75'000 | 50'389 CHF | 8'736 CHF | 97.26% | 97.26% |
15.05.2024 | 8.87% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 467'496 | 74'732 | 50'488 CHF | 8'829 CHF | 97.18% | 97.18% |
14.05.2024 | 10.31% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 449'352 | 72'031 | 46'549 CHF | 8'250 CHF | 99.69% | 99.69% |
13.05.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 436'535 | 75'000 | 50'483 CHF | 9'440 CHF | 98.16% | 98.16% |
10.05.2024 | 8.43% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 444'650 | 75'000 | 50'526 CHF | 9'289 CHF | 99.44% | 99.44% |
08.05.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 482'176 | 75'000 | 50'267 CHF | 8'584 CHF | 99.38% | 99.38% |
07.05.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 496'124 | 75'000 | 50'058 CHF | 8'323 CHF | 94.67% | 94.67% |
06.05.2024 | 9.08% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 478'468 | 75'000 | 50'323 CHF | 8'654 CHF | 100.00% | 100.00% |
03.05.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 491'427 | 75'000 | 50'129 CHF | 8'411 CHF | 98.63% | 98.63% |
02.05.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 491'761 | 75'000 | 50'005 CHF | 8'387 CHF | 90.97% | 90.97% |