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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 13.41% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 729'433 | 377'216 | 50'765 CHF | 30'025 CHF | 99.05% | 99.05% |
16.05.2024 | 14.97% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 821'578 | 415'526 | 50'776 CHF | 29'850 CHF | 99.26% | 99.26% |
15.05.2024 | 15.61% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 855'000 | 431'088 | 50'501 CHF | 29'770 CHF | 99.39% | 99.39% |
14.05.2024 | 15.23% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 840'600 | 421'867 | 50'996 CHF | 29'817 CHF | 99.17% | 99.17% |
13.05.2024 | 14.47% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 783'309 | 402'960 | 50'202 CHF | 29'865 CHF | 99.38% | 99.38% |
10.05.2024 | 14.22% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 758'944 | 394'531 | 49'597 CHF | 29'727 CHF | 99.39% | 99.39% |
08.05.2024 | 13.45% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 731'516 | 378'258 | 50'752 CHF | 30'026 CHF | 99.38% | 99.38% |
07.05.2024 | 13.97% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 753'360 | 390'186 | 50'166 CHF | 29'884 CHF | 99.23% | 99.23% |
06.05.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 721'558 | 374'217 | 50'463 CHF | 29'914 CHF | 99.20% | 99.20% |
03.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 720'055 | 373'699 | 50'400 CHF | 29'894 CHF | 99.39% | 99.39% |