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 | 13.40% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 88'063 | 88'063 | 6'436 CHF | 7'324 CHF | 100.00% | 100.00% |
15.05.2024 | 12.29% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 88'266 | 88'266 | 6'847 CHF | 7'736 CHF | 100.00% | 100.00% |
14.05.2024 | 12.13% | 0.08 CHF | 0.09 CHF | 190'000 | 190'000 | 86'171 | 86'171 | 7'020 CHF | 7'887 CHF | 100.00% | 100.00% |
13.05.2024 | 13.79% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 88'412 | 88'412 | 6'209 CHF | 7'098 CHF | 100.00% | 100.00% |
10.05.2024 | 11.74% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 88'186 | 88'186 | 7'054 CHF | 7'942 CHF | 100.00% | 100.00% |
08.05.2024 | 11.00% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 85'455 | 85'455 | 7'446 CHF | 8'305 CHF | 99.24% | 99.24% |
07.05.2024 | 10.86% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 86'198 | 86'198 | 7'775 CHF | 8'642 CHF | 100.00% | 100.00% |
06.05.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 200'000 | 200'000 | 88'360 | 88'360 | 7'235 CHF | 8'123 CHF | 100.00% | 100.00% |
03.05.2024 | 11.49% | 0.08 CHF | 0.09 CHF | 200'000 | 200'000 | 87'911 | 87'911 | 7'412 CHF | 8'295 CHF | 99.97% | 99.97% |
02.05.2024 | 12.98% | 0.08 CHF | 0.09 CHF | 200'000 | 200'000 | 88'398 | 88'398 | 6'716 CHF | 7'604 CHF | 99.99% | 99.99% |