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 | 10.94% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 500'000 | 52'272 | 47'792 CHF | 5'523 CHF | 99.46% | 99.46% |
15.05.2024 | 10.13% | 0.09 CHF | 0.10 CHF | 500'000 | 200'000 | 479'742 | 51'758 | 49'672 CHF | 5'605 CHF | 98.75% | 98.75% |
14.05.2024 | 10.65% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 489'050 | 52'636 | 48'328 CHF | 5'987 CHF | 98.62% | 98.62% |
13.05.2024 | 12.72% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 500'000 | 52'225 | 41'253 CHF | 5'408 CHF | 99.52% | 99.52% |
10.05.2024 | 9.95% | 0.09 CHF | 0.10 CHF | 500'000 | 200'000 | 469'981 | 36'795 | 50'165 CHF | 4'031 CHF | 89.61% | 89.61% |
08.05.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 415'840 | 52'231 | 50'555 CHF | 6'437 CHF | 99.52% | 99.52% |
07.05.2024 | 8.28% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 395'222 | 52'306 | 50'551 CHF | 7'621 CHF | 99.44% | 99.44% |
06.05.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 398'529 | 52'234 | 50'616 CHF | 6'952 CHF | 99.53% | 99.53% |
03.05.2024 | 7.30% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 349'642 | 52'182 | 50'916 CHF | 7'455 CHF | 94.64% | 94.64% |
02.05.2024 | 7.26% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 346'661 | 52'267 | 50'800 CHF | 7'987 CHF | 99.49% | 99.49% |