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 | 11.44% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 614'055 | 315'086 | 50'629 CHF | 29'120 CHF | 99.75% | 99.75% |
15.05.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 626'420 | 323'760 | 50'243 CHF | 29'198 CHF | 100.00% | 100.00% |
14.05.2024 | 13.33% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 723'365 | 374'183 | 50'664 CHF | 29'952 CHF | 100.00% | 100.00% |
13.05.2024 | 13.24% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 715'921 | 370'459 | 50'514 CHF | 29'845 CHF | 100.00% | 100.00% |
10.05.2024 | 12.60% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 676'544 | 351'521 | 50'306 CHF | 29'660 CHF | 100.00% | 100.00% |
08.05.2024 | 13.14% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 713'211 | 369'106 | 50'701 CHF | 29'931 CHF | 100.00% | 100.00% |
07.05.2024 | 12.64% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 684'412 | 354'710 | 50'717 CHF | 29'833 CHF | 99.74% | 99.74% |
06.05.2024 | 14.17% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 765'238 | 395'994 | 50'195 CHF | 29'935 CHF | 99.52% | 99.52% |
03.05.2024 | 14.12% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 765'752 | 394'997 | 50'416 CHF | 29'957 CHF | 99.70% | 99.70% |
02.05.2024 | 16.80% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'131 | 474'061 | 50'440 CHF | 30'595 CHF | 100.00% | 100.00% |