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 | 14.14% | 0.07 CHF | 0.08 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 49'556 CHF | 15'215 CHF | 98.48% | 98.48% |
15.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 52'500 CHF | 16'000 CHF | 98.33% | 98.33% |
14.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 52'500 CHF | 16'000 CHF | 99.36% | 99.36% |
13.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 52'500 CHF | 16'000 CHF | 98.93% | 98.93% |
10.05.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 52'736 CHF | 16'063 CHF | 99.36% | 99.36% |
08.05.2024 | 12.46% | 0.07 CHF | 0.08 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 56'696 CHF | 17'119 CHF | 99.35% | 99.35% |
07.05.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 56'133 CHF | 16'969 CHF | 94.70% | 94.70% |
06.05.2024 | 14.91% | 0.06 CHF | 0.07 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 46'726 CHF | 14'460 CHF | 99.37% | 99.37% |
03.05.2024 | 13.60% | 0.06 CHF | 0.07 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 51'508 CHF | 15'736 CHF | 99.37% | 99.37% |
02.05.2024 | 14.27% | 0.07 CHF | 0.08 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 49'070 CHF | 15'085 CHF | 99.36% | 99.36% |