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 | 11.18% | 0.09 CHF | 0.10 CHF | 800'000 | 800'000 | 794'699 | 794'699 | 67'140 CHF | 75'087 CHF | 100.00% | 100.00% |
15.05.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 62'391 CHF | 69'391 CHF | 100.00% | 100.00% |
14.05.2024 | 9.56% | 0.09 CHF | 0.10 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 69'755 CHF | 76'755 CHF | 100.00% | 100.00% |
13.05.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 69'292 CHF | 76'292 CHF | 100.00% | 100.00% |
10.05.2024 | 10.26% | 0.09 CHF | 0.10 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 64'832 CHF | 71'832 CHF | 100.00% | 100.00% |
08.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 70'000 CHF | 77'000 CHF | 100.00% | 100.00% |
07.05.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 60'090 CHF | 66'090 CHF | 100.00% | 100.00% |
06.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 66'000 CHF | 72'000 CHF | 100.00% | 100.00% |
03.05.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 58'126 CHF | 63'126 CHF | 100.00% | 100.00% |
02.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 60'000 CHF | 65'000 CHF | 100.00% | 100.00% |