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 | 9.49% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 506'738 | 456'597 | 50'900 CHF | 50'940 CHF | 99.26% | 99.26% |
15.05.2024 | 7.93% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 427'883 | 427'883 | 51'801 CHF | 56'080 CHF | 99.39% | 99.39% |
14.05.2024 | 8.28% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 445'406 | 445'407 | 51'584 CHF | 56'038 CHF | 99.17% | 99.17% |
13.05.2024 | 9.47% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 499'501 | 478'295 | 50'304 CHF | 53'157 CHF | 99.38% | 99.38% |
10.05.2024 | 9.79% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 513'056 | 444'327 | 49'881 CHF | 48'062 CHF | 99.38% | 99.38% |
08.05.2024 | 11.30% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 610'680 | 312'168 | 51'008 CHF | 29'191 CHF | 99.38% | 99.38% |
07.05.2024 | 10.92% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 592'012 | 309'000 | 51'287 CHF | 29'866 CHF | 99.23% | 99.23% |
06.05.2024 | 11.42% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 609'781 | 312'272 | 50'370 CHF | 28'906 CHF | 99.20% | 99.20% |
03.05.2024 | 11.57% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 614'397 | 317'521 | 50'064 CHF | 29'036 CHF | 99.39% | 99.39% |
02.05.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 615'762 | 321'271 | 49'383 CHF | 28'968 CHF | 99.39% | 99.39% |