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 | 8.65% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 599'215 | 599'215 | 66'472 CHF | 72'472 CHF | 100.00% | 100.00% |
15.05.2024 | 7.63% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 598'907 | 598'907 | 75'916 CHF | 81'916 CHF | 100.00% | 100.00% |
14.05.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 87'828 CHF | 93'828 CHF | 99.99% | 99.99% |
13.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 90'108 CHF | 96'108 CHF | 100.00% | 100.00% |
10.05.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 93'734 CHF | 99'734 CHF | 100.00% | 100.00% |
08.05.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 600'000 | 600'000 | 599'766 | 599'766 | 104'668 CHF | 110'668 CHF | 99.63% | 99.63% |
07.05.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 599'673 | 599'673 | 93'269 CHF | 99'269 CHF | 100.00% | 100.00% |
06.05.2024 | 6.52% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 89'040 CHF | 95'040 CHF | 100.00% | 100.00% |
03.05.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 94'957 CHF | 100'957 CHF | 99.96% | 99.96% |
02.05.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 102'688 CHF | 108'688 CHF | 99.99% | 99.99% |