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 | 9.71% | 0.10 CHF | 0.11 CHF | 432'556 | 75'000 | 448'703 | 75'000 | 44'020 CHF | 8'112 CHF | 74.86% | 74.86% |
15.05.2024 | 11.16% | 0.09 CHF | 0.10 CHF | 494'542 | 75'000 | 497'242 | 74'179 | 42'584 CHF | 7'099 CHF | 82.82% | 82.82% |
14.05.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 494'730 | 75'000 | 496'961 | 75'000 | 39'156 CHF | 6'663 CHF | 80.56% | 80.56% |
13.05.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 463'025 | 75'000 | 462'149 | 75'000 | 42'045 CHF | 7'575 CHF | 72.43% | 72.43% |
10.05.2024 | 10.38% | 0.09 CHF | 0.10 CHF | 467'846 | 75'000 | 473'848 | 75'000 | 43'306 CHF | 7'606 CHF | 83.44% | 83.44% |
08.05.2024 | 10.97% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 499'959 | 75'000 | 43'214 CHF | 7'233 CHF | 89.59% | 89.59% |
07.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 35'000 CHF | 6'000 CHF | 95.45% | 95.45% |
06.05.2024 | 12.55% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 37'492 CHF | 6'374 CHF | 94.78% | 94.78% |
03.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 35'000 CHF | 6'000 CHF | 76.01% | 76.01% |
02.05.2024 | 14.92% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 31'126 CHF | 5'419 CHF | 94.12% | 94.12% |