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 | 11.88% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 23'795 CHF | 8'932 CHF | 99.37% | 99.37% |
15.05.2024 | 9.00% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 31'919 CHF | 11'640 CHF | 99.15% | 99.15% |
14.05.2024 | 7.95% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 36'336 CHF | 13'112 CHF | 99.36% | 99.36% |
13.05.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 38'910 CHF | 13'970 CHF | 98.85% | 98.85% |
10.05.2024 | 6.29% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 46'712 CHF | 16'571 CHF | 99.36% | 99.36% |
08.05.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 58'449 CHF | 20'483 CHF | 99.36% | 99.36% |
07.05.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 60'795 CHF | 21'265 CHF | 99.37% | 99.37% |
06.05.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 67'153 CHF | 23'384 CHF | 99.37% | 99.37% |
03.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'141 CHF | 28'047 CHF | 99.13% | 99.13% |
02.05.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'971 CHF | 27'990 CHF | 99.34% | 99.34% |