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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 11.73% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 495'848 | 198'016 | 33'691 CHF | 15'118 CHF | 97.42% | 97.42% |
14.05.2024 | 13.90% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 467'891 | 191'973 | 29'472 CHF | 13'801 CHF | 86.30% | 86.30% |
13.05.2024 | 11.05% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 35'540 CHF | 15'878 CHF | 85.01% | 85.01% |
10.05.2024 | 11.69% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 34'185 CHF | 15'370 CHF | 93.10% | 93.10% |
08.05.2024 | 11.48% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 33'831 CHF | 15'180 CHF | 100.00% | 100.00% |
07.05.2024 | 11.19% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 34'636 CHF | 15'496 CHF | 98.92% | 98.92% |
06.05.2024 | 10.91% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 35'639 CHF | 15'899 CHF | 100.00% | 100.00% |
03.05.2024 | 10.95% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 34'575 CHF | 15'430 CHF | 96.38% | 96.38% |
02.05.2024 | 11.60% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 33'200 CHF | 14'913 CHF | 92.16% | 92.16% |
30.04.2024 | 11.29% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 34'116 CHF | 15'278 CHF | 99.86% | 99.86% |