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 | 10.37% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 559'394 | 331'570 | 51'151 CHF | 33'942 CHF | 99.85% | 99.85% |
15.05.2024 | 9.87% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 525'722 | 431'408 | 50'596 CHF | 46'378 CHF | 100.00% | 100.00% |
14.05.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 569'597 | 314'407 | 51'635 CHF | 31'792 CHF | 99.77% | 99.77% |
13.05.2024 | 10.07% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 540'404 | 392'257 | 50'977 CHF | 41'370 CHF | 100.00% | 100.00% |
10.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'222 | 496'222 | 49'622 CHF | 54'584 CHF | 100.00% | 100.00% |
08.05.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 441'968 | 441'968 | 51'498 CHF | 55'918 CHF | 100.00% | 100.00% |
07.05.2024 | 7.57% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 406'676 | 406'676 | 51'686 CHF | 55'753 CHF | 99.85% | 99.85% |
06.05.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'804 | 413'804 | 51'469 CHF | 55'607 CHF | 99.83% | 99.83% |
03.05.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 384'676 | 384'676 | 52'187 CHF | 56'034 CHF | 100.00% | 100.00% |
02.05.2024 | 6.63% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 360'871 | 360'872 | 52'639 CHF | 56'247 CHF | 100.00% | 100.00% |