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 | 7.50% | 0.13 CHF | 0.14 CHF | 230'000 | 230'000 | 229'707 | 229'707 | 29'614 CHF | 31'914 CHF | 99.23% | 99.23% |
15.05.2024 | 9.35% | 0.13 CHF | 0.14 CHF | 270'000 | 270'000 | 269'498 | 269'498 | 27'806 CHF | 30'506 CHF | 99.90% | 99.90% |
14.05.2024 | 8.27% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 249'855 | 249'855 | 29'030 CHF | 31'530 CHF | 99.59% | 99.59% |
13.05.2024 | 8.09% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 29'704 CHF | 32'204 CHF | 99.81% | 99.81% |
10.05.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 32'637 CHF | 35'537 CHF | 99.77% | 99.77% |
08.05.2024 | 12.29% | 0.09 CHF | 0.10 CHF | 320'000 | 320'000 | 326'860 | 326'860 | 25'219 CHF | 28'488 CHF | 99.17% | 99.17% |
07.05.2024 | 18.80% | 0.06 CHF | 0.07 CHF | 330'000 | 330'000 | 329'638 | 329'638 | 15'996 CHF | 19'296 CHF | 97.37% | 97.37% |
06.05.2024 | 14.41% | 0.05 CHF | 0.06 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 21'526 CHF | 24'826 CHF | 100.00% | 100.00% |
03.05.2024 | 14.91% | 0.06 CHF | 0.07 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 20'531 CHF | 23'831 CHF | 99.97% | 99.97% |
02.05.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 19'790 CHF | 23'090 CHF | 100.00% | 100.00% |