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 | 14.47% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 599'146 | 599'146 | 38'655 CHF | 44'655 CHF | 100.00% | 100.00% |
15.05.2024 | 13.29% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 598'915 | 598'915 | 42'277 CHF | 48'277 CHF | 100.00% | 100.00% |
14.05.2024 | 12.65% | 0.07 CHF | 0.08 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 44'473 CHF | 50'473 CHF | 99.97% | 99.97% |
13.05.2024 | 11.47% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 49'350 CHF | 55'350 CHF | 100.00% | 100.00% |
10.05.2024 | 10.89% | 0.09 CHF | 0.10 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 52'112 CHF | 58'112 CHF | 100.00% | 100.00% |
08.05.2024 | 10.13% | 0.09 CHF | 0.10 CHF | 600'000 | 600'000 | 599'765 | 599'765 | 56'251 CHF | 62'251 CHF | 99.29% | 99.29% |
07.05.2024 | 10.05% | 0.09 CHF | 0.10 CHF | 600'000 | 600'000 | 599'415 | 599'415 | 56'770 CHF | 62'770 CHF | 99.81% | 99.81% |
06.05.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 61'147 CHF | 67'147 CHF | 100.00% | 100.00% |
03.05.2024 | 9.10% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 62'921 CHF | 68'921 CHF | 98.76% | 98.76% |
02.05.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 59'381 CHF | 65'381 CHF | 99.99% | 99.99% |