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 | 10.50% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 569'126 | 319'586 | 51'371 CHF | 32'205 CHF | 99.86% | 99.86% |
15.05.2024 | 10.41% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 564'136 | 328'971 | 51'336 CHF | 33'456 CHF | 100.00% | 100.00% |
14.05.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 501'466 | 496'090 | 50'109 CHF | 54'544 CHF | 99.77% | 99.77% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'998 CHF | 54'998 CHF | 100.00% | 100.00% |
10.05.2024 | 9.76% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 511'929 | 448'954 | 49'869 CHF | 48'552 CHF | 100.00% | 100.00% |
08.05.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 454'345 | 454'345 | 51'857 CHF | 56'400 CHF | 100.00% | 100.00% |
07.05.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 394'591 | 394'591 | 52'161 CHF | 56'106 CHF | 99.84% | 99.84% |
06.05.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 370'690 | 370'690 | 52'496 CHF | 56'202 CHF | 99.82% | 99.82% |
03.05.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 332'432 | 332'432 | 52'118 CHF | 55'442 CHF | 100.00% | 100.00% |
02.05.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 310'089 | 310'089 | 51'374 CHF | 54'474 CHF | 100.00% | 100.00% |