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 | 8.80% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 88'024 | 88'024 | 9'549 CHF | 10'434 CHF | 98.87% | 98.87% |
15.05.2024 | 10.16% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 88'117 | 88'117 | 8'815 CHF | 9'701 CHF | 98.79% | 98.79% |
14.05.2024 | 10.23% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 86'132 | 86'132 | 8'046 CHF | 8'911 CHF | 99.52% | 99.52% |
13.05.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 86'189 | 86'189 | 10'350 CHF | 11'215 CHF | 99.21% | 99.21% |
10.05.2024 | 10.84% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 88'068 | 88'068 | 8'691 CHF | 9'576 CHF | 99.52% | 99.52% |
08.05.2024 | 10.55% | 0.10 CHF | 0.11 CHF | 190'000 | 190'000 | 85'544 | 85'544 | 8'202 CHF | 9'061 CHF | 99.08% | 99.08% |
07.05.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 86'309 | 86'309 | 7'888 CHF | 8'756 CHF | 99.49% | 99.49% |
06.05.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 88'347 | 88'347 | 9'750 CHF | 10'638 CHF | 99.03% | 99.03% |
03.05.2024 | 8.20% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 87'175 | 87'175 | 10'446 CHF | 11'321 CHF | 98.24% | 98.24% |
02.05.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 190'000 | 190'000 | 84'231 | 84'231 | 12'416 CHF | 13'261 CHF | 96.65% | 96.65% |