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 | 7.39% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 301'771 | 301'771 | 40'222 CHF | 43'239 CHF | 99.05% | 99.05% |
15.05.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 337'813 | 337'813 | 72'877 CHF | 76'255 CHF | 99.50% | 99.50% |
14.05.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 63'429 CHF | 66'429 CHF | 99.55% | 99.55% |
13.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 69'025 CHF | 72'025 CHF | 99.56% | 99.56% |
10.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 79'355 CHF | 82'855 CHF | 99.51% | 99.51% |
08.05.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 71'288 CHF | 75'288 CHF | 99.54% | 99.54% |
07.05.2024 | 6.54% | 0.17 CHF | 0.18 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 59'893 CHF | 63'893 CHF | 99.43% | 99.48% |
06.05.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 70'484 CHF | 74'984 CHF | 99.48% | 99.48% |
03.05.2024 | 6.87% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 70'425 CHF | 75'425 CHF | 99.55% | 99.55% |
02.05.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 435'186 | 435'186 | 58'291 CHF | 62'643 CHF | 99.39% | 99.43% |