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 | 9.52% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 247'787 | 247'787 | 24'779 CHF | 27'257 CHF | 99.51% | 99.51% |
15.05.2024 | 10.37% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 22'905 CHF | 25'405 CHF | 99.46% | 99.52% |
14.05.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 22'616 CHF | 25'116 CHF | 99.54% | 99.54% |
13.05.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 22'456 CHF | 24'706 CHF | 99.57% | 99.57% |
10.05.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 25'035 CHF | 27'535 CHF | 99.54% | 99.54% |
08.05.2024 | 8.82% | 0.11 CHF | 0.12 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 24'424 CHF | 26'674 CHF | 99.49% | 99.49% |
07.05.2024 | 9.41% | 0.10 CHF | 0.11 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 22'818 CHF | 25'068 CHF | 99.51% | 99.51% |
06.05.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 21'733 CHF | 23'733 CHF | 99.51% | 99.51% |
03.05.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 20'352 CHF | 22'102 CHF | 99.55% | 99.55% |
02.05.2024 | 7.69% | 0.12 CHF | 0.13 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 21'913 CHF | 23'663 CHF | 99.51% | 99.51% |