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 | 8,54% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 499 290 | 499 290 | 56 329 CHF | 61 329 CHF | 100,00% | 100,00% |
15/05/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 500 000 | 500 000 | 499 123 | 499 123 | 64 648 CHF | 69 648 CHF | 100,00% | 100,00% |
14/05/2024 | 8,44% | 0,13 CHF | 0,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 56 925 CHF | 61 925 CHF | 99,99% | 99,99% |
13/05/2024 | 8,25% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 58 197 CHF | 63 197 CHF | 100,00% | 100,00% |
10/05/2024 | 9,12% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 52 336 CHF | 57 336 CHF | 100,00% | 100,00% |
08/05/2024 | 6,92% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 69 974 CHF | 74 974 CHF | 99,63% | 99,63% |
07/05/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 64 194 CHF | 69 194 CHF | 100,00% | 100,00% |
06/05/2024 | 7,90% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 60 835 CHF | 65 835 CHF | 100,00% | 100,00% |
03/05/2024 | 7,81% | 0,13 CHF | 0,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 61 579 CHF | 66 579 CHF | 99,99% | 99,99% |
02/05/2024 | 8,87% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 54 057 CHF | 59 057 CHF | 99,99% | 99,99% |