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 | 14.30% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 773'702 | 399'351 | 50'236 CHF | 29'923 CHF | 100.00% | 100.00% |
14.05.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 725'000 | 375'000 | 50'681 CHF | 29'964 CHF | 99.76% | 99.76% |
13.05.2024 | 12.84% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 695'251 | 360'126 | 50'656 CHF | 29'841 CHF | 100.00% | 100.00% |
10.05.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 674'726 | 349'863 | 50'616 CHF | 29'744 CHF | 100.00% | 100.00% |
08.05.2024 | 11.67% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'086 | 320'194 | 49'872 CHF | 29'032 CHF | 96.88% | 96.88% |
07.05.2024 | 12.26% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 660'512 | 342'756 | 50'560 CHF | 29'665 CHF | 99.83% | 99.83% |
06.05.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 635'760 | 331'501 | 49'879 CHF | 29'326 CHF | 99.76% | 99.76% |
03.05.2024 | 11.89% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 637'263 | 330'740 | 50'434 CHF | 29'481 CHF | 100.00% | 100.00% |
02.05.2024 | 12.42% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 668'116 | 346'558 | 50'440 CHF | 29'630 CHF | 100.00% | 100.00% |
30.04.2024 | 12.56% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 675'255 | 350'127 | 50'412 CHF | 29'641 CHF | 100.00% | 100.00% |