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 | 14.86% | 0.11 CHF | 0.13 CHF | 320'450 | 50'000 | 320'891 | 49'495 | 36'019 CHF | 6'439 CHF | 98.90% | 98.90% |
14.05.2024 | 11.23% | 0.11 CHF | 0.13 CHF | 319'605 | 50'000 | 319'130 | 50'000 | 37'102 CHF | 6'500 CHF | 100.00% | 100.00% |
13.05.2024 | 10.86% | 0.12 CHF | 0.13 CHF | 313'400 | 50'000 | 316'123 | 50'000 | 37'013 CHF | 6'524 CHF | 100.00% | 100.00% |
10.05.2024 | 10.82% | 0.12 CHF | 0.14 CHF | 313'714 | 50'000 | 313'615 | 50'000 | 37'634 CHF | 6'691 CHF | 100.00% | 100.00% |
08.05.2024 | 12.08% | 0.12 CHF | 0.13 CHF | 322'272 | 50'000 | 310'347 | 50'000 | 37'238 CHF | 6'775 CHF | 98.83% | 98.83% |
07.05.2024 | 15.96% | 0.12 CHF | 0.14 CHF | 314'738 | 50'000 | 320'970 | 50'000 | 36'852 CHF | 6'741 CHF | 96.43% | 96.43% |
06.05.2024 | 14.61% | 0.11 CHF | 0.12 CHF | 344'249 | 50'000 | 342'204 | 50'000 | 35'637 CHF | 6'025 CHF | 100.00% | 100.00% |
03.05.2024 | 11.31% | 0.11 CHF | 0.12 CHF | 335'488 | 50'000 | 335'754 | 50'000 | 36'933 CHF | 6'164 CHF | 97.93% | 97.93% |
02.05.2024 | 14.45% | 0.11 CHF | 0.12 CHF | 337'426 | 50'000 | 340'704 | 50'000 | 35'911 CHF | 6'089 CHF | 99.40% | 99.40% |
30.04.2024 | 13.10% | 0.11 CHF | 0.12 CHF | 341'546 | 50'000 | 332'932 | 50'000 | 37'627 CHF | 6'442 CHF | 99.99% | 99.99% |