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 | 10.29% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 556'349 | 353'012 | 51'270 CHF | 36'499 CHF | 99.85% | 99.85% |
15.05.2024 | 9.88% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 526'801 | 428'530 | 50'636 CHF | 46'026 CHF | 100.00% | 100.00% |
14.05.2024 | 9.37% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'573 | 495'574 | 50'448 CHF | 55'404 CHF | 99.79% | 99.79% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 100.00% | 100.00% |
10.05.2024 | 9.46% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 493'248 | 493'248 | 49'623 CHF | 54'555 CHF | 100.00% | 100.00% |
08.05.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 396'450 | 396'450 | 51'878 CHF | 55'842 CHF | 100.00% | 100.00% |
07.05.2024 | 6.02% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 320'109 | 320'109 | 51'569 CHF | 54'770 CHF | 99.85% | 99.85% |
06.05.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 298'888 | 298'888 | 51'851 CHF | 54'840 CHF | 99.82% | 99.82% |
03.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 254'928 | 254'928 | 50'939 CHF | 53'489 CHF | 100.00% | 100.00% |
02.05.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 247'930 | 247'930 | 53'698 CHF | 56'177 CHF | 100.00% | 100.00% |