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 | 8.92% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 596'470 | 596'470 | 64'017 CHF | 69'981 CHF | 99.56% | 99.56% |
15.05.2024 | 8.51% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 67'635 CHF | 73'635 CHF | 99.55% | 99.55% |
14.05.2024 | 8.38% | 0.12 CHF | 0.13 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 80'196 CHF | 87'196 CHF | 99.55% | 99.55% |
13.05.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 79'456 CHF | 87'456 CHF | 99.56% | 99.56% |
10.05.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 62'829 CHF | 69'829 CHF | 99.50% | 99.50% |
08.05.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 62'532 CHF | 69'532 CHF | 99.47% | 99.47% |
07.05.2024 | 10.10% | 0.10 CHF | 0.11 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 75'423 CHF | 83'423 CHF | 99.56% | 99.56% |
06.05.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 71'647 CHF | 79'647 CHF | 99.55% | 99.55% |
03.05.2024 | 11.04% | 0.09 CHF | 0.10 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 77'071 CHF | 86'071 CHF | 99.50% | 99.50% |
02.05.2024 | 11.50% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 735'159 | 735'159 | 60'285 CHF | 67'637 CHF | 99.49% | 99.49% |