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 | 10.34% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 560'832 | 337'780 | 51'408 CHF | 34'671 CHF | 99.88% | 99.88% |
15.05.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'569 | 306'485 | 51'649 CHF | 30'741 CHF | 100.00% | 100.00% |
14.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'541 | 497'541 | 49'754 CHF | 54'730 CHF | 99.77% | 99.77% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'081 | 499'785 | 50'008 CHF | 54'976 CHF | 100.00% | 100.00% |
10.05.2024 | 11.00% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 594'893 | 300'982 | 51'100 CHF | 28'873 CHF | 100.00% | 100.00% |
08.05.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 577'513 | 300'242 | 51'640 CHF | 29'855 CHF | 100.00% | 100.00% |
07.05.2024 | 9.14% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 488'224 | 488'225 | 51'024 CHF | 55'906 CHF | 99.86% | 99.86% |
06.05.2024 | 8.53% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 460'776 | 460'776 | 51'670 CHF | 56'277 CHF | 99.82% | 99.82% |
03.05.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'099 | 423'099 | 51'049 CHF | 55'280 CHF | 100.00% | 100.00% |
02.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'616 | 400'616 | 52'061 CHF | 56'067 CHF | 100.00% | 100.00% |