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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 10.51% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 566'825 | 349'191 | 51'073 CHF | 35'553 CHF | 100.00% | 100.00% |
14.05.2024 | 9.51% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 502'292 | 482'483 | 50'305 CHF | 53'332 CHF | 99.77% | 99.77% |
13.05.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 497'200 | 497'200 | 50'128 CHF | 55'100 CHF | 100.00% | 100.00% |
10.05.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 508'719 | 462'891 | 49'930 CHF | 50'410 CHF | 100.00% | 100.00% |
08.05.2024 | 11.36% | 0.08 CHF | 0.09 CHF | 575'000 | 300'000 | 609'578 | 314'401 | 50'647 CHF | 29'262 CHF | 100.00% | 100.00% |
07.05.2024 | 14.16% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 772'914 | 396'095 | 50'728 CHF | 29'973 CHF | 99.85% | 99.85% |
06.05.2024 | 12.78% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 689'105 | 357'052 | 50'480 CHF | 29'729 CHF | 99.83% | 99.83% |
03.05.2024 | 14.67% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 805'237 | 407'903 | 50'858 CHF | 29'872 CHF | 100.00% | 100.00% |
02.05.2024 | 15.03% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 817'071 | 414'622 | 50'296 CHF | 29'676 CHF | 100.00% | 100.00% |
30.04.2024 | 11.38% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 610'926 | 309'882 | 50'640 CHF | 28'772 CHF | 100.00% | 100.00% |