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 | 11.68% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'384 | 320'893 | 49'876 CHF | 29'084 CHF | 99.24% | 99.24% |
15.05.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 580'747 | 299'632 | 51'239 CHF | 29'447 CHF | 99.38% | 99.38% |
14.05.2024 | 10.97% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 588'943 | 303'656 | 50'758 CHF | 29'218 CHF | 96.45% | 96.45% |
13.05.2024 | 8.27% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 444'783 | 444'783 | 51'516 CHF | 55'964 CHF | 99.39% | 99.39% |
10.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'210 | 425'210 | 51'025 CHF | 55'277 CHF | 99.38% | 99.38% |
08.05.2024 | 8.51% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 461'284 | 461'284 | 51'855 CHF | 56'468 CHF | 99.38% | 99.38% |
07.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'572 | 473'572 | 52'093 CHF | 56'829 CHF | 99.24% | 99.24% |
06.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.20% | 99.20% |
03.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'242 | 473'242 | 52'057 CHF | 56'789 CHF | 99.38% | 99.38% |
02.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.38% | 99.38% |