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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 13.82% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 744'302 | 385'326 | 50'097 CHF | 29'798 CHF | 99.56% | 99.56% |
22.05.2024 | 14.02% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 759'146 | 390'912 | 50'338 CHF | 29'840 CHF | 98.19% | 98.19% |
21.05.2024 | 13.96% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 747'942 | 387'712 | 49'905 CHF | 29'738 CHF | 100.00% | 100.00% |
17.05.2024 | 12.45% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 672'238 | 354'163 | 50'621 CHF | 30'307 CHF | 100.00% | 100.00% |
16.05.2024 | 7.88% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 425'244 | 421'385 | 51'819 CHF | 55'581 CHF | 99.75% | 99.75% |
15.05.2024 | 10.81% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 584'831 | 334'044 | 51'263 CHF | 33'171 CHF | 100.00% | 100.00% |
14.05.2024 | 10.97% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 588'493 | 387'193 | 50'762 CHF | 38'681 CHF | 100.00% | 100.00% |
13.05.2024 | 10.96% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 591'652 | 309'640 | 51'040 CHF | 29'886 CHF | 100.00% | 100.00% |
10.05.2024 | 9.67% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 515'938 | 403'432 | 50'734 CHF | 44'561 CHF | 100.00% | 100.00% |
08.05.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 569'410 | 355'719 | 51'021 CHF | 36'292 CHF | 100.00% | 100.00% |