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 | 6.87% | 0.15 CHF | 0.16 CHF | 330'000 | 200'000 | 281'019 | 177'680 | 42'850 CHF | 28'838 CHF | 90.96% | 90.96% |
15.05.2024 | 6.69% | 0.13 CHF | 0.14 CHF | 390'000 | 200'000 | 407'947 | 198'016 | 50'156 CHF | 26'038 CHF | 97.42% | 97.42% |
14.05.2024 | 8.14% | 0.11 CHF | 0.12 CHF | 450'000 | 200'000 | 425'847 | 191'852 | 47'371 CHF | 23'066 CHF | 86.30% | 86.30% |
13.05.2024 | 6.36% | 0.13 CHF | 0.14 CHF | 390'000 | 200'000 | 398'797 | 200'000 | 50'646 CHF | 27'073 CHF | 85.01% | 85.01% |
10.05.2024 | 6.66% | 0.13 CHF | 0.13 CHF | 400'000 | 200'000 | 411'971 | 200'000 | 50'566 CHF | 26'258 CHF | 93.10% | 93.10% |
08.05.2024 | 6.91% | 0.11 CHF | 0.12 CHF | 440'000 | 200'000 | 441'536 | 200'000 | 50'512 CHF | 24'529 CHF | 100.00% | 100.00% |
07.05.2024 | 7.04% | 0.12 CHF | 0.13 CHF | 430'000 | 200'000 | 446'410 | 200'000 | 50'461 CHF | 24'266 CHF | 98.92% | 98.92% |
06.05.2024 | 7.02% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 448'879 | 200'000 | 50'635 CHF | 24'215 CHF | 100.00% | 100.00% |
03.05.2024 | 7.13% | 0.11 CHF | 0.12 CHF | 450'000 | 200'000 | 467'818 | 200'000 | 50'652 CHF | 23'281 CHF | 96.44% | 96.44% |
02.05.2024 | 7.29% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 468'424 | 200'000 | 50'574 CHF | 23'264 CHF | 92.14% | 92.14% |