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 | 9.88% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 529'319 | 421'640 | 50'913 CHF | 45'506 CHF | 99.90% | 99.90% |
15.05.2024 | 10.74% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 581'431 | 324'665 | 51'284 CHF | 32'156 CHF | 100.00% | 100.00% |
14.05.2024 | 12.18% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 652'941 | 338'842 | 50'354 CHF | 29'523 CHF | 99.76% | 99.76% |
13.05.2024 | 13.44% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 730'649 | 377'824 | 50'731 CHF | 30'013 CHF | 100.00% | 100.00% |
10.05.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 722'288 | 373'643 | 50'566 CHF | 29'895 CHF | 100.00% | 100.00% |
08.05.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 721'463 | 374'000 | 50'333 CHF | 29'832 CHF | 96.88% | 96.88% |
07.05.2024 | 11.14% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 600'599 | 302'806 | 50'918 CHF | 28'698 CHF | 99.83% | 99.83% |
06.05.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 580'813 | 299'625 | 51'139 CHF | 29'392 CHF | 99.76% | 99.76% |
03.05.2024 | 10.48% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 560'319 | 370'200 | 50'676 CHF | 37'874 CHF | 99.99% | 99.99% |
02.05.2024 | 9.23% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 495'290 | 470'373 | 51'245 CHF | 53'553 CHF | 100.00% | 100.00% |