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 | 15.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 841'000 | 424'481 | 50'117 CHF | 29'591 CHF | 99.25% | 99.25% |
15.05.2024 | 12.25% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 656'652 | 341'667 | 50'328 CHF | 29'607 CHF | 99.39% | 99.39% |
14.05.2024 | 14.12% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 763'112 | 394'296 | 50'260 CHF | 29'913 CHF | 99.16% | 99.16% |
13.05.2024 | 14.10% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 761'606 | 393'926 | 50'224 CHF | 29'916 CHF | 99.39% | 99.39% |
10.05.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 700'501 | 364'426 | 50'171 CHF | 29'744 CHF | 99.38% | 99.38% |
08.05.2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 991'065 | 462'975 | 48'963 CHF | 27'632 CHF | 99.39% | 99.39% |
07.05.2024 | 17.52% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 957'303 | 482'284 | 49'886 CHF | 29'977 CHF | 99.22% | 99.22% |
06.05.2024 | 15.98% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 869'291 | 442'390 | 50'045 CHF | 29'891 CHF | 99.22% | 99.22% |
03.05.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 868'639 | 439'188 | 50'652 CHF | 29'992 CHF | 99.38% | 99.38% |
02.05.2024 | 15.50% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 847'836 | 428'457 | 50'458 CHF | 29'782 CHF | 99.38% | 99.38% |