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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'402 | 479'008 | 49'680 CHF | 28'814 CHF | 99.05% | 99.05% |
16.05.2024 | 14.89% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 809'083 | 412'399 | 50'325 CHF | 29'790 CHF | 99.27% | 99.27% |
15.05.2024 | 12.78% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 689'480 | 358'355 | 50'489 CHF | 29'829 CHF | 99.39% | 99.39% |
14.05.2024 | 13.18% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 712'301 | 369'161 | 50'491 CHF | 29'864 CHF | 60.71% | 60.71% |
13.05.2024 | 14.65% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 795'119 | 406'811 | 50'315 CHF | 29'822 CHF | 99.39% | 99.39% |
10.05.2024 | 14.97% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 807'209 | 411'305 | 49'884 CHF | 29'540 CHF | 99.38% | 99.38% |
08.05.2024 | 16.47% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 911'296 | 466'126 | 50'788 CHF | 30'633 CHF | 99.38% | 99.38% |
07.05.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 863'760 | 436'184 | 50'695 CHF | 29'953 CHF | 99.23% | 99.23% |
06.05.2024 | 16.20% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 893'077 | 455'578 | 50'634 CHF | 30'376 CHF | 99.20% | 99.20% |
03.05.2024 | 16.54% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 910'937 | 467'966 | 50'534 CHF | 30'635 CHF | 99.39% | 99.39% |