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 | 8.88% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 481'026 | 481'026 | 51'800 CHF | 56'610 CHF | 99.88% | 99.88% |
15.05.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'856 | 473'856 | 52'136 CHF | 56'875 CHF | 100.00% | 100.00% |
14.05.2024 | 9.51% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 497'244 | 497'244 | 49'823 CHF | 54'796 CHF | 99.78% | 99.78% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 499'918 | 499'918 | 49'992 CHF | 54'991 CHF | 100.00% | 100.00% |
10.05.2024 | 7.25% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 391'121 | 391'121 | 52'003 CHF | 55'915 CHF | 100.00% | 100.00% |
08.05.2024 | 7.27% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 393'920 | 393'920 | 52'257 CHF | 56'197 CHF | 100.00% | 100.00% |
07.05.2024 | 9.08% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 487'300 | 487'300 | 51'266 CHF | 56'139 CHF | 99.85% | 99.85% |
06.05.2024 | 9.76% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 515'733 | 449'310 | 50'245 CHF | 48'731 CHF | 99.82% | 99.82% |
03.05.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 574'709 | 302'072 | 51'662 CHF | 30'176 CHF | 100.00% | 100.00% |
02.05.2024 | 10.80% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 585'523 | 299'942 | 51'313 CHF | 29'297 CHF | 100.00% | 100.00% |