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 | 9.44% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 46'663 | 46'663 | 4'741 CHF | 5'211 CHF | 100.00% | 100.00% |
15.05.2024 | 10.65% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 46'792 | 46'792 | 4'437 CHF | 4'907 CHF | 100.00% | 100.00% |
14.05.2024 | 10.81% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 46'830 | 46'830 | 4'160 CHF | 4'631 CHF | 99.94% | 99.94% |
13.05.2024 | 8.27% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 46'864 | 46'864 | 5'468 CHF | 5'938 CHF | 100.00% | 100.00% |
10.05.2024 | 11.14% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 46'857 | 46'857 | 4'489 CHF | 4'960 CHF | 99.99% | 99.99% |
08.05.2024 | 10.42% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 46'443 | 46'443 | 4'515 CHF | 4'981 CHF | 99.24% | 99.24% |
07.05.2024 | 10.44% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 46'822 | 46'822 | 4'387 CHF | 4'858 CHF | 100.00% | 100.00% |
06.05.2024 | 8.43% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 5'436 CHF | 5'907 CHF | 100.00% | 100.00% |
03.05.2024 | 7.63% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 46'839 | 46'839 | 6'058 CHF | 6'529 CHF | 99.94% | 99.94% |
02.05.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 7'606 CHF | 8'077 CHF | 100.00% | 100.00% |