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 | 5.37% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 108'680 CHF | 38'227 CHF | 99.33% | 99.33% |
15.05.2024 | 5.57% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 629'533 | 209'844 | 109'892 CHF | 38'729 CHF | 98.59% | 98.59% |
14.05.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 110'316 CHF | 38'772 CHF | 97.25% | 97.25% |
13.05.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 116'744 CHF | 40'915 CHF | 94.58% | 94.58% |
10.05.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 717'786 | 239'262 | 122'289 CHF | 43'156 CHF | 99.54% | 99.54% |
08.05.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'249 CHF | 40'250 CHF | 99.59% | 99.59% |
07.05.2024 | 7.24% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'930 CHF | 35'810 CHF | 98.42% | 98.42% |
06.05.2024 | 7.62% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 808'641 | 269'547 | 101'899 CHF | 36'662 CHF | 97.18% | 97.18% |
03.05.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 105'028 CHF | 37'510 CHF | 98.85% | 98.85% |
02.05.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 797'760 | 265'920 | 110'804 CHF | 39'594 CHF | 99.27% | 99.27% |