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 | 12.85% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 695'165 | 360'081 | 50'645 CHF | 29'835 CHF | 99.84% | 99.84% |
15.05.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 675'526 | 350'263 | 50'660 CHF | 29'770 CHF | 100.00% | 100.00% |
14.05.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 633'208 | 325'033 | 50'519 CHF | 29'164 CHF | 99.76% | 99.76% |
13.05.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 536'710 | 402'104 | 50'793 CHF | 42'663 CHF | 100.00% | 100.00% |
10.05.2024 | 10.25% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 550'877 | 352'589 | 50'953 CHF | 36'443 CHF | 100.00% | 100.00% |
08.05.2024 | 9.82% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 522'524 | 439'941 | 50'585 CHF | 47'462 CHF | 100.00% | 100.00% |
07.05.2024 | 9.25% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'368 | 491'365 | 50'695 CHF | 55'608 CHF | 99.77% | 99.77% |
06.05.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'456 | 474'456 | 52'115 CHF | 56'860 CHF | 99.77% | 99.77% |
03.05.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 422'936 | 422'939 | 51'215 CHF | 55'444 CHF | 100.00% | 100.00% |
02.05.2024 | 7.70% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 412'274 | 412'274 | 51'479 CHF | 55'601 CHF | 100.00% | 100.00% |