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 | 8.37% | 0.10 CHF | 0.11 CHF | 170'000 | 170'000 | 169'734 | 169'734 | 19'515 CHF | 21'215 CHF | 100.00% | 100.00% |
15.05.2024 | 6.56% | 0.15 CHF | 0.16 CHF | 160'000 | 160'000 | 160'174 | 160'174 | 23'741 CHF | 25'346 CHF | 100.00% | 100.00% |
14.05.2024 | 7.13% | 0.16 CHF | 0.17 CHF | 160'000 | 160'000 | 166'220 | 166'220 | 22'605 CHF | 24'269 CHF | 99.99% | 99.99% |
13.05.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 21'817 CHF | 23'517 CHF | 99.44% | 99.44% |
10.05.2024 | 9.64% | 0.12 CHF | 0.13 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 16'841 CHF | 18'541 CHF | 100.00% | 100.00% |
08.05.2024 | 13.15% | 0.07 CHF | 0.08 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 12'101 CHF | 13'801 CHF | 98.93% | 98.93% |
07.05.2024 | 20.55% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 169'704 | 169'704 | 7'559 CHF | 9'259 CHF | 99.83% | 99.83% |
06.05.2024 | 23.15% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 6'530 CHF | 8'230 CHF | 100.00% | 100.00% |
03.05.2024 | 20.78% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 7'387 CHF | 9'087 CHF | 99.98% | 99.98% |
02.05.2024 | 16.64% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 9'419 CHF | 11'119 CHF | 98.50% | 98.50% |