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 | 10.09% | 0.11 CHF | 0.12 CHF | 190'000 | 190'000 | 192'734 | 192'734 | 18'265 CHF | 20'194 CHF | 100.00% | 100.00% |
15.05.2024 | 8.07% | 0.13 CHF | 0.14 CHF | 230'000 | 230'000 | 229'568 | 229'568 | 27'518 CHF | 29'818 CHF | 99.92% | 99.92% |
14.05.2024 | 9.69% | 0.11 CHF | 0.12 CHF | 220'000 | 220'000 | 222'779 | 222'779 | 21'956 CHF | 24'186 CHF | 99.98% | 99.98% |
13.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 220'000 | 220'000 | 220'017 | 220'017 | 24'211 CHF | 26'411 CHF | 100.00% | 100.00% |
10.05.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 30'344 CHF | 32'544 CHF | 100.00% | 100.00% |
08.05.2024 | 7.15% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 199'765 | 199'765 | 27'299 CHF | 29'297 CHF | 99.15% | 99.15% |
07.05.2024 | 7.21% | 0.16 CHF | 0.17 CHF | 280'000 | 280'000 | 279'619 | 279'619 | 37'704 CHF | 40'504 CHF | 100.00% | 100.00% |
06.05.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 27'048 CHF | 29'948 CHF | 100.00% | 100.00% |
03.05.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 23'086 CHF | 25'986 CHF | 99.97% | 99.97% |
02.05.2024 | 10.96% | 0.08 CHF | 0.09 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 25'250 CHF | 28'150 CHF | 100.00% | 100.00% |