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 | 12.00% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 58'978 CHF | 22'159 CHF | 99.17% | 99.17% |
15.05.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'551 CHF | 25'017 CHF | 94.33% | 94.33% |
14.05.2024 | 12.41% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 56'929 CHF | 21'477 CHF | 99.16% | 99.16% |
13.05.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 60'486 CHF | 22'662 CHF | 98.53% | 98.53% |
10.05.2024 | 13.27% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'816 CHF | 20'105 CHF | 99.01% | 99.01% |
08.05.2024 | 16.75% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 42'025 CHF | 16'508 CHF | 98.84% | 98.84% |
07.05.2024 | 10.41% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 68'538 CHF | 25'346 CHF | 97.93% | 97.93% |
06.05.2024 | 11.58% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 61'483 CHF | 22'994 CHF | 99.17% | 99.17% |
03.05.2024 | 10.98% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 65'221 CHF | 24'240 CHF | 99.17% | 99.17% |
02.05.2024 | 17.11% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 40'370 CHF | 15'957 CHF | 99.15% | 99.15% |