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 | 14.13% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 173'886 | 173'886 | 12'005 CHF | 13'760 CHF | 100.00% | 100.00% |
15.05.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 174'211 | 174'211 | 12'625 CHF | 14'381 CHF | 99.90% | 99.90% |
14.05.2024 | 12.91% | 0.08 CHF | 0.09 CHF | 380'000 | 380'000 | 172'192 | 172'192 | 13'069 CHF | 14'802 CHF | 99.97% | 99.97% |
13.05.2024 | 14.61% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 174'692 | 174'692 | 11'578 CHF | 13'332 CHF | 100.00% | 100.00% |
10.05.2024 | 12.48% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 174'684 | 174'684 | 13'093 CHF | 14'848 CHF | 99.90% | 99.90% |
08.05.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 380'000 | 380'000 | 171'096 | 171'096 | 13'708 CHF | 15'427 CHF | 99.11% | 99.11% |
07.05.2024 | 11.72% | 0.08 CHF | 0.09 CHF | 380'000 | 380'000 | 172'576 | 172'576 | 14'310 CHF | 16'044 CHF | 99.84% | 99.84% |
06.05.2024 | 12.76% | 0.08 CHF | 0.09 CHF | 390'000 | 390'000 | 174'640 | 174'640 | 13'218 CHF | 14'972 CHF | 100.00% | 100.00% |
03.05.2024 | 12.57% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 174'159 | 174'159 | 13'381 CHF | 15'130 CHF | 99.94% | 99.94% |
02.05.2024 | 13.93% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 174'683 | 174'683 | 12'245 CHF | 14'000 CHF | 100.00% | 100.00% |