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 | 13.18% | 0.07 CHF | 0.08 CHF | 467'321 | 75'000 | 489'243 | 75'000 | 34'703 CHF | 6'072 CHF | 94.69% | 94.69% |
15.05.2024 | 14.28% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 499'046 | 74'187 | 33'202 CHF | 5'688 CHF | 92.16% | 92.16% |
14.05.2024 | 13.79% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 498'146 | 75'000 | 33'804 CHF | 5'841 CHF | 91.77% | 91.77% |
13.05.2024 | 13.42% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 492'805 | 75'000 | 34'479 CHF | 6'002 CHF | 97.70% | 97.70% |
10.05.2024 | 13.25% | 0.07 CHF | 0.08 CHF | 491'890 | 75'000 | 496'370 | 75'000 | 35'000 CHF | 6'038 CHF | 99.79% | 99.79% |
08.05.2024 | 13.96% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 499'408 | 75'000 | 33'436 CHF | 5'772 CHF | 91.75% | 91.75% |
07.05.2024 | 13.30% | 0.08 CHF | 0.09 CHF | 494'560 | 75'000 | 498'948 | 75'000 | 35'183 CHF | 6'039 CHF | 98.92% | 98.92% |
06.05.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'096 CHF | 5'264 CHF | 98.15% | 98.15% |
03.05.2024 | 14.97% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 31'008 CHF | 5'401 CHF | 78.31% | 78.31% |
02.05.2024 | 16.32% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 28'323 CHF | 4'999 CHF | 94.94% | 94.94% |