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 | 9.89% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 525'141 | 435'117 | 50'481 CHF | 46'679 CHF | 99.87% | 99.87% |
15.05.2024 | 9.28% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 493'797 | 493'463 | 50'805 CHF | 55'702 CHF | 100.00% | 100.00% |
14.05.2024 | 11.21% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 601'565 | 307'145 | 50'706 CHF | 28'952 CHF | 99.77% | 99.77% |
13.05.2024 | 11.26% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 602'701 | 309'770 | 50'516 CHF | 29'060 CHF | 100.00% | 100.00% |
10.05.2024 | 6.93% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 374'054 | 374'054 | 52'165 CHF | 55'905 CHF | 100.00% | 100.00% |
08.05.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'516 | 373'516 | 52'600 CHF | 56'335 CHF | 100.00% | 100.00% |
07.05.2024 | 10.05% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 540'821 | 388'349 | 51'061 CHF | 41'147 CHF | 99.86% | 99.86% |
06.05.2024 | 11.67% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 624'231 | 320'761 | 50'383 CHF | 29'083 CHF | 99.82% | 99.82% |
03.05.2024 | 12.94% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 699'054 | 362'027 | 50'540 CHF | 29'796 CHF | 100.00% | 100.00% |
02.05.2024 | 14.18% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 769'048 | 397'025 | 50'380 CHF | 29'980 CHF | 100.00% | 100.00% |