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 | 14.27% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 766'617 | 397'228 | 49'896 CHF | 29'826 CHF | 98.99% | 98.99% |
15.05.2024 | 12.13% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 643'506 | 335'227 | 49'843 CHF | 29'310 CHF | 99.10% | 99.10% |
14.05.2024 | 11.15% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 600'425 | 300'789 | 50'860 CHF | 28'485 CHF | 98.82% | 98.82% |
13.05.2024 | 11.03% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 591'544 | 299'539 | 50'659 CHF | 28'653 CHF | 99.18% | 99.18% |
10.05.2024 | 10.35% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 559'601 | 333'637 | 51'262 CHF | 34'210 CHF | 96.42% | 96.42% |
08.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 499'541 | 499'541 | 49'951 CHF | 54'946 CHF | 99.14% | 99.14% |
07.05.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'697 | 496'697 | 49'765 CHF | 54'732 CHF | 99.00% | 99.00% |
06.05.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 494'620 | 494'620 | 49'994 CHF | 54'940 CHF | 98.98% | 98.98% |
03.05.2024 | 8.21% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 437'460 | 437'460 | 51'066 CHF | 55'441 CHF | 98.97% | 98.97% |
02.05.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 379'232 | 379'231 | 52'422 CHF | 56'214 CHF | 98.82% | 98.82% |