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 | 11.37% | 0.15 CHF | 0.16 CHF | 298'499 | 75'000 | 299'595 | 75'000 | 43'484 CHF | 12'197 CHF | 99.02% | 99.02% |
15.05.2024 | 11.51% | 0.16 CHF | 0.18 CHF | 285'767 | 75'000 | 300'173 | 74'496 | 44'082 CHF | 12'286 CHF | 98.90% | 98.90% |
14.05.2024 | 10.88% | 0.14 CHF | 0.16 CHF | 298'423 | 75'000 | 276'422 | 75'000 | 45'551 CHF | 13'823 CHF | 100.00% | 100.00% |
13.05.2024 | 9.87% | 0.18 CHF | 0.20 CHF | 264'755 | 75'000 | 267'143 | 75'000 | 47'759 CHF | 14'803 CHF | 99.99% | 99.99% |
10.05.2024 | 10.25% | 0.17 CHF | 0.18 CHF | 278'997 | 75'000 | 273'954 | 75'000 | 46'659 CHF | 14'157 CHF | 100.00% | 100.00% |
08.05.2024 | 9.50% | 0.17 CHF | 0.18 CHF | 279'967 | 75'000 | 278'862 | 75'000 | 47'284 CHF | 13'989 CHF | 98.83% | 98.83% |
07.05.2024 | 10.41% | 0.17 CHF | 0.18 CHF | 280'141 | 75'000 | 277'959 | 75'000 | 46'320 CHF | 13'876 CHF | 97.06% | 97.06% |
06.05.2024 | 10.16% | 0.17 CHF | 0.19 CHF | 277'047 | 75'000 | 270'388 | 75'000 | 46'271 CHF | 14'210 CHF | 100.00% | 100.00% |
03.05.2024 | 10.61% | 0.16 CHF | 0.18 CHF | 281'459 | 75'000 | 282'928 | 75'000 | 45'687 CHF | 13'471 CHF | 97.93% | 97.93% |
02.05.2024 | 11.69% | 0.14 CHF | 0.16 CHF | 307'484 | 75'000 | 313'898 | 75'000 | 43'840 CHF | 11'778 CHF | 99.40% | 99.40% |