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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 14.45% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 785'148 | 401'896 | 50'418 CHF | 29'846 CHF | 99.55% | 99.55% |
22.05.2024 | 13.86% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 750'005 | 387'484 | 50'380 CHF | 29'905 CHF | 98.23% | 98.23% |
21.05.2024 | 13.77% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 718'987 | 372'461 | 48'676 CHF | 28'947 CHF | 100.00% | 100.00% |
17.05.2024 | 12.68% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 685'181 | 355'092 | 50'606 CHF | 29'778 CHF | 100.00% | 100.00% |
16.05.2024 | 11.46% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 615'005 | 317'337 | 50'611 CHF | 29'283 CHF | 99.76% | 99.76% |
15.05.2024 | 12.84% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 692'094 | 359'451 | 50'438 CHF | 29'794 CHF | 99.40% | 99.40% |
14.05.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 733'365 | 379'162 | 49'250 CHF | 29'256 CHF | 100.00% | 100.00% |
13.05.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 626'272 | 322'361 | 50'411 CHF | 29'159 CHF | 100.00% | 100.00% |
10.05.2024 | 11.32% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 606'636 | 308'464 | 50'581 CHF | 28'792 CHF | 100.00% | 100.00% |
08.05.2024 | 11.99% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 641'423 | 332'229 | 50'288 CHF | 29'366 CHF | 100.00% | 100.00% |