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 | 10.26% | 0.09 CHF | 0.10 CHF | 450'000 | 450'000 | 445'594 | 445'594 | 41'309 CHF | 45'765 CHF | 100.00% | 100.00% |
15.05.2024 | 9.85% | 0.09 CHF | 0.10 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 43'537 CHF | 48'037 CHF | 100.00% | 100.00% |
14.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 40'000 CHF | 44'000 CHF | 100.00% | 100.00% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 45'000 CHF | 49'500 CHF | 100.00% | 100.00% |
10.05.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 35'702 CHF | 39'202 CHF | 100.00% | 100.00% |
08.05.2024 | 8.54% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 44'894 CHF | 48'894 CHF | 100.00% | 100.00% |
07.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 38'490 CHF | 41'990 CHF | 100.00% | 100.00% |
06.05.2024 | 8.30% | 0.11 CHF | 0.12 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 40'492 CHF | 43'992 CHF | 100.00% | 100.00% |
03.05.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 35'773 CHF | 38'773 CHF | 100.00% | 100.00% |
02.05.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 32'262 CHF | 34'762 CHF | 100.00% | 100.00% |