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 | 8.48% | 0.13 CHF | 0.14 CHF | 180'000 | 180'000 | 83'562 | 83'562 | 10'117 CHF | 10'960 CHF | 99.50% | 99.50% |
15.05.2024 | 6.83% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 72'093 | 72'093 | 10'109 CHF | 10'834 CHF | 98.53% | 98.53% |
14.05.2024 | 6.57% | 0.16 CHF | 0.17 CHF | 160'000 | 160'000 | 71'211 | 71'211 | 11'105 CHF | 11'821 CHF | 98.14% | 98.14% |
13.05.2024 | 8.68% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 88'236 | 88'236 | 10'452 CHF | 11'338 CHF | 99.77% | 99.77% |
10.05.2024 | 5.99% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 67'587 | 67'587 | 10'618 CHF | 11'296 CHF | 98.45% | 98.45% |
08.05.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 67'077 | 67'077 | 11'875 CHF | 12'549 CHF | 98.65% | 98.65% |
07.05.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 67'627 | 67'627 | 13'046 CHF | 13'725 CHF | 98.83% | 98.83% |
06.05.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 170'000 | 170'000 | 79'659 | 79'659 | 13'063 CHF | 13'863 CHF | 99.71% | 99.71% |
03.05.2024 | 6.01% | 0.15 CHF | 0.16 CHF | 170'000 | 170'000 | 78'635 | 78'635 | 13'019 CHF | 13'808 CHF | 98.49% | 98.49% |
02.05.2024 | 7.39% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 88'108 | 88'108 | 12'199 CHF | 13'084 CHF | 99.72% | 99.72% |