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 | 10.62% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 573'664 | 327'875 | 51'138 CHF | 32'851 CHF | 99.76% | 99.76% |
15.05.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'900 | 494'053 | 50'525 CHF | 55'197 CHF | 100.00% | 100.00% |
14.05.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 470'068 | 470'068 | 51'957 CHF | 56'658 CHF | 100.00% | 100.00% |
13.05.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 477'770 | 477'769 | 51'937 CHF | 56'715 CHF | 100.00% | 100.00% |
10.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 468'039 | 468'030 | 51'453 CHF | 56'132 CHF | 100.00% | 100.00% |
08.05.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'136 | 397'135 | 52'074 CHF | 56'046 CHF | 100.00% | 100.00% |
07.05.2024 | 7.55% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 405'731 | 405'731 | 51'711 CHF | 55'768 CHF | 99.74% | 99.74% |
06.05.2024 | 6.39% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 345'351 | 345'350 | 52'335 CHF | 55'788 CHF | 99.52% | 99.52% |
03.05.2024 | 6.11% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 327'301 | 327'301 | 51'907 CHF | 55'180 CHF | 99.71% | 99.71% |
02.05.2024 | 5.33% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 289'409 | 289'409 | 52'864 CHF | 55'758 CHF | 100.00% | 100.00% |