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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 72'088 CHF | 27'029 CHF | 99.17% | 99.17% |
24.05.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 71'927 CHF | 26'976 CHF | 99.16% | 99.16% |
23.05.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 81'025 CHF | 30'008 CHF | 99.14% | 99.14% |
22.05.2024 | 11.40% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 74'649 CHF | 27'883 CHF | 99.17% | 99.17% |
21.05.2024 | 10.87% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 78'502 CHF | 29'168 CHF | 97.56% | 97.56% |
17.05.2024 | 8.97% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 95'969 CHF | 34'990 CHF | 99.17% | 99.17% |
16.05.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 110'339 CHF | 39'780 CHF | 99.17% | 99.17% |
15.05.2024 | 9.17% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 94'027 CHF | 34'342 CHF | 99.17% | 99.17% |
14.05.2024 | 10.00% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 85'736 CHF | 31'579 CHF | 99.16% | 99.16% |
13.05.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 90'430 CHF | 33'143 CHF | 98.57% | 98.57% |