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 | 12.16% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 69'732 CHF | 26'244 CHF | 99.17% | 99.17% |
15.05.2024 | 13.65% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 61'626 CHF | 23'542 CHF | 99.17% | 99.17% |
14.05.2024 | 15.58% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 53'662 CHF | 20'887 CHF | 99.16% | 99.16% |
13.05.2024 | 13.00% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 64'910 CHF | 24'637 CHF | 98.58% | 98.58% |
10.05.2024 | 12.32% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 68'805 CHF | 25'935 CHF | 99.17% | 99.17% |
08.05.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 62'872 CHF | 23'957 CHF | 99.17% | 99.17% |
07.05.2024 | 17.04% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 48'688 CHF | 19'229 CHF | 97.94% | 97.94% |
06.05.2024 | 15.50% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 53'627 CHF | 20'876 CHF | 99.17% | 99.17% |
03.05.2024 | 17.04% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 48'660 CHF | 19'220 CHF | 99.16% | 99.16% |
02.05.2024 | 16.50% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 50'448 CHF | 19'816 CHF | 99.16% | 99.16% |