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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 8.92% | 0.10 CHF | 0.11 CHF | 158'350 | 25'000 | 158'681 | 24'950 | 17'329 CHF | 2'976 CHF | 98.95% | 98.95% |
14.05.2024 | 6.89% | 0.13 CHF | 0.14 CHF | 160'205 | 25'000 | 160'854 | 25'000 | 22'624 CHF | 3'765 CHF | 100.00% | 100.00% |
13.05.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 159'753 | 25'000 | 160'083 | 25'000 | 21'028 CHF | 3'534 CHF | 100.00% | 100.00% |
10.05.2024 | 9.26% | 0.12 CHF | 0.13 CHF | 159'420 | 25'000 | 158'602 | 25'000 | 16'395 CHF | 2'834 CHF | 100.00% | 100.00% |
08.05.2024 | 8.85% | 0.13 CHF | 0.14 CHF | 160'611 | 25'000 | 159'374 | 25'000 | 18'014 CHF | 3'072 CHF | 100.00% | 100.00% |
07.05.2024 | 10.24% | 0.09 CHF | 0.10 CHF | 158'129 | 25'000 | 159'308 | 21'459 | 18'111 CHF | 2'671 CHF | 98.91% | 98.91% |
06.05.2024 | 5.74% | 0.16 CHF | 0.17 CHF | 161'847 | 25'000 | 161'425 | 24'933 | 27'518 CHF | 4'500 CHF | 100.00% | 100.00% |
03.05.2024 | 8.34% | 0.19 CHF | 0.21 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'406 CHF | 2'614 CHF | 98.63% | 98.63% |
02.05.2024 | 8.44% | 0.20 CHF | 0.21 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'350 CHF | 2'556 CHF | 97.12% | 97.12% |
30.04.2024 | 8.09% | 0.18 CHF | 0.20 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'433 CHF | 2'636 CHF | 100.00% | 100.00% |