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 | 11.26% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 63'069 CHF | 23'523 CHF | 99.17% | 99.17% |
15.05.2024 | 12.73% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 800'039 | 266'680 | 58'929 CHF | 22'310 CHF | 99.17% | 99.17% |
14.05.2024 | 14.12% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 872'865 | 290'955 | 57'690 CHF | 22'140 CHF | 99.16% | 99.16% |
13.05.2024 | 11.29% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 62'867 CHF | 23'456 CHF | 98.58% | 98.58% |
10.05.2024 | 10.55% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'359 CHF | 24'953 CHF | 99.17% | 99.17% |
08.05.2024 | 10.99% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 752'126 | 250'709 | 64'858 CHF | 24'126 CHF | 99.17% | 99.17% |
07.05.2024 | 15.41% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 53'949 CHF | 20'983 CHF | 97.94% | 97.94% |
06.05.2024 | 13.82% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 60'852 CHF | 23'284 CHF | 99.17% | 99.17% |
03.05.2024 | 15.16% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 55'004 CHF | 21'335 CHF | 99.16% | 99.16% |
02.05.2024 | 16.79% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 49'494 CHF | 19'498 CHF | 99.16% | 99.16% |