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 | 16.65% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'000 | 475'000 | 50'922 CHF | 30'899 CHF | 99.90% | 99.90% |
15.05.2024 | 15.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 864'582 | 434'721 | 50'862 CHF | 29'912 CHF | 100.00% | 100.00% |
14.05.2024 | 15.25% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 839'834 | 421'612 | 50'884 CHF | 29'768 CHF | 99.76% | 99.76% |
13.05.2024 | 14.42% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 785'820 | 403'607 | 50'568 CHF | 30'015 CHF | 100.00% | 100.00% |
10.05.2024 | 14.25% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 774'728 | 399'864 | 50'490 CHF | 30'058 CHF | 100.00% | 100.00% |
08.05.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 719'841 | 373'262 | 50'500 CHF | 29'919 CHF | 96.88% | 96.88% |
07.05.2024 | 13.53% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 734'552 | 379'776 | 50'652 CHF | 29'986 CHF | 99.82% | 99.82% |
06.05.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 724'349 | 375'792 | 50'585 CHF | 30'002 CHF | 99.76% | 99.76% |
03.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 725'000 | 375'000 | 50'759 CHF | 30'004 CHF | 100.00% | 100.00% |
02.05.2024 | 14.12% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 764'067 | 394'472 | 50'300 CHF | 29'914 CHF | 100.00% | 100.00% |