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 | 12.40% | 0.07 CHF | 0.08 CHF | 195'217 | 75'000 | 194'477 | 75'000 | 14'772 CHF | 6'447 CHF | 99.32% | 99.32% |
15.05.2024 | 14.65% | 0.07 CHF | 0.08 CHF | 196'059 | 75'000 | 196'913 | 74'243 | 12'588 CHF | 5'486 CHF | 98.95% | 98.95% |
14.05.2024 | 14.67% | 0.07 CHF | 0.08 CHF | 195'541 | 75'000 | 197'536 | 75'000 | 12'571 CHF | 5'525 CHF | 99.98% | 99.98% |
13.05.2024 | 22.33% | 0.05 CHF | 0.06 CHF | 199'608 | 75'000 | 200'305 | 75'000 | 8'336 CHF | 3'876 CHF | 100.00% | 100.00% |
10.05.2024 | 15.17% | 0.05 CHF | 0.06 CHF | 199'330 | 75'000 | 197'863 | 75'000 | 12'147 CHF | 5'356 CHF | 100.00% | 100.00% |
08.05.2024 | 9.09% | 0.10 CHF | 0.11 CHF | 192'093 | 75'000 | 192'102 | 75'000 | 20'216 CHF | 8'643 CHF | 100.00% | 100.00% |
07.05.2024 | 9.04% | 0.10 CHF | 0.11 CHF | 192'376 | 75'000 | 191'970 | 75'000 | 20'363 CHF | 8'707 CHF | 98.92% | 98.92% |
06.05.2024 | 9.87% | 0.09 CHF | 0.10 CHF | 193'011 | 75'000 | 192'609 | 75'000 | 18'619 CHF | 8'001 CHF | 100.00% | 100.00% |
03.05.2024 | 9.83% | 0.09 CHF | 0.10 CHF | 192'846 | 75'000 | 192'516 | 75'000 | 18'692 CHF | 8'033 CHF | 98.63% | 98.63% |
02.05.2024 | 11.58% | 0.09 CHF | 0.10 CHF | 195'516 | 75'000 | 195'497 | 75'000 | 15'933 CHF | 6'862 CHF | 99.13% | 99.13% |