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 | 7.41% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 65'000 CHF | 70'000 CHF | 98.94% | 98.94% |
15.05.2024 | 7.79% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 64'871 CHF | 70'129 CHF | 98.05% | 98.05% |
14.05.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 65'939 CHF | 70'939 CHF | 97.83% | 97.83% |
13.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 65'000 CHF | 70'000 CHF | 75.61% | 75.61% |
10.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 65'000 CHF | 70'000 CHF | 77.57% | 77.57% |
08.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 70'000 CHF | 75'000 CHF | 99.96% | 99.96% |
07.05.2024 | 6.57% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 73'681 CHF | 78'681 CHF | 99.75% | 99.75% |
06.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 75'000 CHF | 80'000 CHF | 99.88% | 99.88% |
03.05.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 79'034 CHF | 84'034 CHF | 97.13% | 97.13% |
02.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 80'000 CHF | 85'000 CHF | 99.48% | 99.48% |