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 | 9.62% | 0.11 CHF | 0.12 CHF | 460'000 | 25'000 | 495'385 | 25'000 | 49'093 CHF | 2'730 CHF | 88.53% | 88.53% |
15.05.2024 | 8.96% | 0.11 CHF | 0.12 CHF | 460'000 | 25'000 | 457'446 | 24'952 | 48'898 CHF | 2'916 CHF | 92.68% | 94.35% |
14.05.2024 | 9.56% | 0.10 CHF | 0.11 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 7'474 CHF | 2'741 CHF | 100.00% | 100.00% |
13.05.2024 | 9.46% | 0.10 CHF | 0.11 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 7'558 CHF | 2'769 CHF | 97.04% | 97.04% |
10.05.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 8'313 CHF | 3'021 CHF | 97.63% | 97.63% |
08.05.2024 | 8.78% | 0.10 CHF | 0.11 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 8'228 CHF | 2'993 CHF | 60.83% | 60.83% |
07.05.2024 | 10.46% | 0.12 CHF | 0.13 CHF | 75'000 | 25'000 | 65'321 | 21'774 | 7'255 CHF | 2'664 CHF | 71.70% | 71.70% |
06.05.2024 | 10.40% | 0.10 CHF | 0.11 CHF | 75'000 | 25'000 | 74'658 | 24'932 | 6'853 CHF | 2'538 CHF | 97.48% | 97.48% |
03.05.2024 | 16.02% | 0.09 CHF | 0.10 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'166 CHF | 1'369 CHF | 93.65% | 93.65% |
02.05.2024 | 16.02% | 0.09 CHF | 0.11 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'201 CHF | 1'409 CHF | 98.40% | 98.40% |