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 | 15.07% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 463'502 | 50'000 | 50'548 CHF | 6'347 CHF | 99.02% | 99.02% |
15.05.2024 | 14.77% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 464'209 | 49'759 | 50'066 CHF | 6'224 CHF | 98.90% | 98.90% |
14.05.2024 | 14.96% | 0.10 CHF | 0.12 CHF | 500'000 | 50'000 | 460'194 | 50'000 | 50'355 CHF | 6'382 CHF | 100.00% | 100.00% |
13.05.2024 | 16.06% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 443'308 | 50'000 | 50'520 CHF | 6'705 CHF | 100.00% | 100.00% |
10.05.2024 | 13.65% | 0.12 CHF | 0.14 CHF | 420'000 | 50'000 | 412'989 | 50'000 | 50'473 CHF | 7'012 CHF | 97.80% | 97.80% |
08.05.2024 | 14.78% | 0.12 CHF | 0.14 CHF | 420'000 | 50'000 | 395'311 | 50'000 | 50'555 CHF | 7'454 CHF | 98.77% | 98.77% |
07.05.2024 | 11.72% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 297'657 | 50'000 | 50'824 CHF | 9'620 CHF | 96.43% | 96.43% |
06.05.2024 | 10.45% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 278'761 | 50'000 | 50'685 CHF | 10'101 CHF | 100.00% | 100.00% |
03.05.2024 | 11.85% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 315'192 | 50'000 | 51'105 CHF | 9'141 CHF | 97.68% | 97.68% |
02.05.2024 | 12.18% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 316'570 | 50'000 | 51'166 CHF | 9'135 CHF | 99.40% | 99.40% |