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 | 10.82% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 589'034 | 300'783 | 51'526 CHF | 29'330 CHF | 99.84% | 99.84% |
15.05.2024 | 12.76% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 689'704 | 356'495 | 50'611 CHF | 29'719 CHF | 100.00% | 100.00% |
14.05.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 627'361 | 324'747 | 50'043 CHF | 29'147 CHF | 99.72% | 99.72% |
13.05.2024 | 11.57% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 616'055 | 318'151 | 50'181 CHF | 29'091 CHF | 100.00% | 100.00% |
10.05.2024 | 11.68% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 617'876 | 320'551 | 49'900 CHF | 29'070 CHF | 100.00% | 100.00% |
08.05.2024 | 14.54% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 800'283 | 407'133 | 50'990 CHF | 30'038 CHF | 100.00% | 100.00% |
07.05.2024 | 19.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'229 | 329'521 | 46'557 CHF | 18'903 CHF | 99.82% | 99.82% |
06.05.2024 | 16.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 906'129 | 454'945 | 50'564 CHF | 29'954 CHF | 99.77% | 99.77% |
03.05.2024 | 16.73% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 922'663 | 471'884 | 50'561 CHF | 30'577 CHF | 100.00% | 100.00% |
02.05.2024 | 16.91% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 929'856 | 476'120 | 50'345 CHF | 30'549 CHF | 100.00% | 100.00% |