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 | 9.59% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'695 | 487'502 | 50'093 CHF | 53'392 CHF | 99.70% | 99.70% |
15.05.2024 | 9.65% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 513'808 | 459'377 | 50'688 CHF | 50'381 CHF | 100.00% | 100.00% |
14.05.2024 | 9.96% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 527'819 | 452'846 | 50'291 CHF | 48'522 CHF | 100.00% | 100.00% |
13.05.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 633'201 | 325'896 | 50'700 CHF | 29'341 CHF | 100.00% | 100.00% |
10.05.2024 | 11.03% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 588'531 | 301'060 | 50'448 CHF | 28'822 CHF | 100.00% | 100.00% |
08.05.2024 | 13.11% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 714'329 | 369'666 | 50'941 CHF | 30'060 CHF | 100.00% | 100.00% |
07.05.2024 | 13.43% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 730'388 | 377'693 | 50'746 CHF | 30'019 CHF | 99.76% | 99.76% |
06.05.2024 | 13.13% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 706'996 | 367'046 | 50'292 CHF | 29'786 CHF | 99.51% | 99.51% |
03.05.2024 | 12.92% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 698'554 | 361'776 | 50'561 CHF | 29'805 CHF | 99.71% | 99.71% |
02.05.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 817'044 | 414'461 | 50'241 CHF | 29'640 CHF | 100.00% | 100.00% |