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 | 9.12% | 0.11 CHF | 0.12 CHF | 254'620 | 50'000 | 248'439 | 50'000 | 30'597 CHF | 6'748 CHF | 95.98% | 95.98% |
15.05.2024 | 9.09% | 0.11 CHF | 0.12 CHF | 256'613 | 50'000 | 254'101 | 50'000 | 30'246 CHF | 6'549 CHF | 62.54% | 62.54% |
14.05.2024 | 9.46% | 0.12 CHF | 0.13 CHF | 257'242 | 50'000 | 245'709 | 49'177 | 29'621 CHF | 6'512 CHF | 77.57% | 77.57% |
13.05.2024 | 9.95% | 0.11 CHF | 0.12 CHF | 283'683 | 50'000 | 270'129 | 50'000 | 29'503 CHF | 6'041 CHF | 96.05% | 96.05% |
10.05.2024 | 9.01% | 0.11 CHF | 0.12 CHF | 257'578 | 50'000 | 266'228 | 50'000 | 30'493 CHF | 6'276 CHF | 99.43% | 99.43% |
08.05.2024 | 10.97% | 0.10 CHF | 0.11 CHF | 303'524 | 50'000 | 301'824 | 50'000 | 28'431 CHF | 5'255 CHF | 100.00% | 100.00% |
07.05.2024 | 11.31% | 0.09 CHF | 0.10 CHF | 330'396 | 50'000 | 314'794 | 50'000 | 28'415 CHF | 5'055 CHF | 98.92% | 98.92% |
06.05.2024 | 10.64% | 0.09 CHF | 0.10 CHF | 313'943 | 50'000 | 311'493 | 50'000 | 28'102 CHF | 5'019 CHF | 97.60% | 97.60% |
03.05.2024 | 10.34% | 0.10 CHF | 0.11 CHF | 310'331 | 50'000 | 295'695 | 50'000 | 31'914 CHF | 6'060 CHF | 86.12% | 86.12% |
02.05.2024 | 11.32% | 0.08 CHF | 0.09 CHF | 374'725 | 50'000 | 326'027 | 50'000 | 29'903 CHF | 5'202 CHF | 96.52% | 96.52% |