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 | 16.56% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 919'473 | 471'315 | 50'922 CHF | 30'812 CHF | 100.00% | 100.00% |
14.05.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 923'764 | 474'176 | 50'807 CHF | 30'821 CHF | 99.77% | 99.77% |
13.05.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 859'899 | 431'953 | 50'711 CHF | 29'787 CHF | 100.00% | 100.00% |
10.05.2024 | 14.51% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 781'005 | 402'420 | 49'926 CHF | 29'760 CHF | 100.00% | 100.00% |
08.05.2024 | 14.13% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 766'334 | 395'667 | 50'428 CHF | 29'994 CHF | 100.00% | 100.00% |
07.05.2024 | 13.95% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 754'338 | 389'669 | 50'314 CHF | 29'888 CHF | 99.86% | 99.86% |
06.05.2024 | 14.19% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 769'615 | 397'307 | 50'379 CHF | 29'981 CHF | 99.82% | 99.82% |
03.05.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 727'062 | 376'031 | 50'700 CHF | 29'982 CHF | 100.00% | 100.00% |
02.05.2024 | 13.02% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 700'671 | 364'409 | 50'279 CHF | 29'804 CHF | 100.00% | 100.00% |
30.04.2024 | 13.83% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 755'475 | 385'345 | 50'770 CHF | 29'792 CHF | 100.00% | 100.00% |