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 | 14.88% | 0.12 CHF | 0.13 CHF | 770'000 | 770'000 | 351'219 | 351'219 | 26'549 CHF | 30'087 CHF | 99.22% | 99.22% |
15.05.2024 | 18.25% | 0.05 CHF | 0.06 CHF | 800'000 | 800'000 | 353'076 | 353'076 | 18'103 CHF | 21'656 CHF | 100.00% | 100.00% |
14.05.2024 | 11.94% | 0.04 CHF | 0.05 CHF | 710'000 | 710'000 | 273'375 | 273'375 | 20'481 CHF | 23'227 CHF | 97.14% | 98.20% |
13.05.2024 | 9.14% | 0.12 CHF | 0.13 CHF | 780'000 | 780'000 | 352'513 | 352'513 | 39'117 CHF | 42'658 CHF | 99.49% | 99.49% |
10.05.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 353'625 | 353'625 | 28'345 CHF | 31'898 CHF | 100.00% | 100.00% |
08.05.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 800'000 | 800'000 | 377'060 | 377'060 | 23'120 CHF | 26'910 CHF | 99.14% | 99.14% |
07.05.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 800'000 | 800'000 | 353'366 | 353'366 | 25'469 CHF | 29'022 CHF | 99.99% | 99.99% |
06.05.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 800'000 | 800'000 | 353'628 | 353'628 | 32'360 CHF | 35'912 CHF | 100.00% | 100.00% |
03.05.2024 | 10.90% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 354'012 | 354'012 | 31'011 CHF | 34'567 CHF | 99.70% | 99.70% |
02.05.2024 | 15.75% | 0.07 CHF | 0.08 CHF | 800'000 | 800'000 | 382'805 | 382'805 | 23'507 CHF | 27'352 CHF | 100.00% | 100.00% |