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 | 10,00% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 488 343 | 75 000 | 49 418 CHF | 8 403 CHF | 98,70% | 98,70% |
15/05/2024 | 10,49% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 481 129 | 74 208 | 45 688 CHF | 7 860 CHF | 94,94% | 94,94% |
14/05/2024 | 30,91% | 0,05 CHF | 0,07 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 2 131 CHF | 2 893 CHF | 96,64% | 96,64% |
13/05/2024 | 10,09% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 496 748 | 75 000 | 49 475 CHF | 8 268 CHF | 95,93% | 95,93% |
10/05/2024 | 7,71% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 382 757 | 75 000 | 50 589 CHF | 10 727 CHF | 80,90% | 80,90% |
08/05/2024 | 7,94% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 401 621 | 75 000 | 50 508 CHF | 10 258 CHF | 58,65% | 58,65% |
07/05/2024 | 10,18% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 429 846 | 71 548 | 46 174 CHF | 8 489 CHF | 95,75% | 95,75% |
06/05/2024 | 8,85% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 446 509 | 75 000 | 50 474 CHF | 9 288 CHF | 97,26% | 97,26% |
03/05/2024 | 8,54% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 438 861 | 75 000 | 50 543 CHF | 9 439 CHF | 95,82% | 95,82% |
02/05/2024 | 8,71% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 449 096 | 75 000 | 50 263 CHF | 9 199 CHF | 99,13% | 99,13% |