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 | 11.16% | 0.17 CHF | 0.19 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 6'456 CHF | 7'217 CHF | 93.94% | 93.94% |
16.05.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 387'541 | 75'000 | 50'604 CHF | 10'602 CHF | 96.74% | 96.74% |
15.05.2024 | 7.64% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 391'824 | 74'706 | 50'590 CHF | 10'433 CHF | 88.56% | 88.56% |
14.05.2024 | 7.47% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 373'638 | 74'487 | 49'920 CHF | 10'735 CHF | 93.33% | 93.33% |
13.05.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 394'635 | 75'000 | 50'557 CHF | 10'425 CHF | 90.10% | 90.10% |
10.05.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 392'051 | 75'000 | 50'588 CHF | 10'449 CHF | 91.95% | 91.95% |
08.05.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 468'835 | 75'000 | 50'468 CHF | 8'834 CHF | 98.66% | 98.66% |
07.05.2024 | 9.20% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 484'207 | 75'000 | 50'237 CHF | 8'546 CHF | 95.91% | 95.91% |
06.05.2024 | 8.98% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 473'730 | 75'000 | 50'394 CHF | 8'743 CHF | 100.00% | 100.00% |
03.05.2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 497'685 | 75'000 | 49'009 CHF | 8'140 CHF | 98.32% | 98.32% |