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 | 12.53% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 675'723 | 350'587 | 50'554 CHF | 29'734 CHF | 99.01% | 99.01% |
15.05.2024 | 10.54% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 567'513 | 353'713 | 51'037 CHF | 35'831 CHF | 99.10% | 99.10% |
14.05.2024 | 12.62% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 684'302 | 352'825 | 50'840 CHF | 29'724 CHF | 98.91% | 98.91% |
13.05.2024 | 14.30% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 774'357 | 396'667 | 50'255 CHF | 29'732 CHF | 99.12% | 99.12% |
10.05.2024 | 12.42% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 660'519 | 343'935 | 49'874 CHF | 29'408 CHF | 96.48% | 96.48% |
08.05.2024 | 10.15% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 538'492 | 409'169 | 50'331 CHF | 43'160 CHF | 99.17% | 99.17% |
07.05.2024 | 7.78% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 417'898 | 417'898 | 51'641 CHF | 55'820 CHF | 98.92% | 98.92% |
06.05.2024 | 7.32% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 394'786 | 394'786 | 51'949 CHF | 55'897 CHF | 98.97% | 98.97% |
03.05.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 413'735 | 413'735 | 51'531 CHF | 55'669 CHF | 97.51% | 97.51% |
02.05.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 377'775 | 377'774 | 52'335 CHF | 56'113 CHF | 79.03% | 79.03% |