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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 11.61% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 315'380 | 315'380 | 25'696 CHF | 28'856 CHF | 99.57% | 99.57% |
14.05.2024 | 10.84% | 0.09 CHF | 0.10 CHF | 310'000 | 310'000 | 311'238 | 311'238 | 27'228 CHF | 30'342 CHF | 99.36% | 99.36% |
13.05.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 320'000 | 320'000 | 318'204 | 318'204 | 25'362 CHF | 28'544 CHF | 99.55% | 99.55% |
10.05.2024 | 11.47% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 25'489 CHF | 28'589 CHF | 100.00% | 100.00% |
08.05.2024 | 11.92% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 24'453 CHF | 27'553 CHF | 99.24% | 99.24% |
07.05.2024 | 12.33% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 309'519 | 309'519 | 23'645 CHF | 26'745 CHF | 100.00% | 100.00% |
06.05.2024 | 11.58% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 25'242 CHF | 28'342 CHF | 100.00% | 100.00% |
03.05.2024 | 10.27% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 307'801 | 307'801 | 28'492 CHF | 31'571 CHF | 99.78% | 99.78% |
02.05.2024 | 12.54% | 0.07 CHF | 0.08 CHF | 310'000 | 310'000 | 310'615 | 310'615 | 23'242 CHF | 26'348 CHF | 100.00% | 100.00% |
30.04.2024 | 11.24% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 308'474 | 308'474 | 26'051 CHF | 29'137 CHF | 100.00% | 100.00% |