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 | 8.54% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 499'290 | 499'290 | 56'329 CHF | 61'329 CHF | 100.00% | 100.00% |
15.05.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 499'123 | 499'123 | 64'648 CHF | 69'648 CHF | 100.00% | 100.00% |
14.05.2024 | 8.44% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 56'925 CHF | 61'925 CHF | 99.99% | 99.99% |
13.05.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 58'197 CHF | 63'197 CHF | 100.00% | 100.00% |
10.05.2024 | 9.12% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 52'336 CHF | 57'336 CHF | 100.00% | 100.00% |
08.05.2024 | 6.92% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 69'974 CHF | 74'974 CHF | 99.63% | 99.63% |
07.05.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 64'194 CHF | 69'194 CHF | 100.00% | 100.00% |
06.05.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 60'835 CHF | 65'835 CHF | 100.00% | 100.00% |
03.05.2024 | 7.81% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 61'579 CHF | 66'579 CHF | 99.99% | 99.99% |
02.05.2024 | 8.87% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 54'057 CHF | 59'057 CHF | 99.99% | 99.99% |