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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 410'037 | 75'000 | 392'050 | 75'000 | 39'343 CHF | 8'289 CHF | 88.48% | 88.48% |
24.05.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 407'243 | 75'000 | 444'620 | 75'000 | 38'237 CHF | 7'217 CHF | 92.43% | 92.43% |
23.05.2024 | 11.46% | 0.08 CHF | 0.09 CHF | 435'696 | 75'000 | 436'321 | 75'000 | 35'990 CHF | 6'942 CHF | 97.27% | 97.27% |
22.05.2024 | 12.02% | 0.08 CHF | 0.09 CHF | 450'943 | 75'000 | 476'983 | 75'000 | 37'367 CHF | 6'633 CHF | 97.30% | 97.30% |
21.05.2024 | 12.86% | 0.07 CHF | 0.08 CHF | 489'467 | 75'000 | 484'632 | 75'000 | 35'352 CHF | 6'226 CHF | 96.32% | 96.32% |
17.05.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 491'881 | 75'000 | 481'272 | 75'000 | 37'578 CHF | 6'609 CHF | 100.00% | 100.00% |
16.05.2024 | 11.67% | 0.08 CHF | 0.09 CHF | 444'197 | 75'000 | 444'101 | 75'000 | 35'864 CHF | 6'805 CHF | 99.25% | 99.25% |
15.05.2024 | 11.77% | 0.09 CHF | 0.10 CHF | 448'853 | 75'000 | 460'994 | 74'254 | 37'223 CHF | 6'743 CHF | 98.90% | 98.90% |
14.05.2024 | 11.40% | 0.08 CHF | 0.09 CHF | 442'747 | 75'000 | 469'048 | 75'000 | 38'840 CHF | 6'968 CHF | 100.00% | 100.00% |
13.05.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 443'118 | 75'000 | 442'968 | 75'000 | 35'916 CHF | 6'831 CHF | 100.00% | 100.00% |