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 | 5.77% | 0.18 CHF | 0.19 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 152'056 CHF | 26'843 CHF | 99.17% | 99.17% |
15.05.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 156'622 CHF | 27'604 CHF | 99.17% | 99.17% |
14.05.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 152'129 CHF | 26'855 CHF | 99.16% | 99.16% |
13.05.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 153'070 CHF | 27'012 CHF | 98.58% | 98.58% |
10.05.2024 | 5.88% | 0.18 CHF | 0.19 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 148'763 CHF | 26'294 CHF | 99.17% | 99.17% |
08.05.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 110'546 CHF | 19'924 CHF | 99.17% | 99.17% |
07.05.2024 | 7.31% | 0.12 CHF | 0.13 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 119'012 CHF | 21'335 CHF | 97.94% | 97.94% |
06.05.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 105'309 CHF | 19'051 CHF | 99.17% | 99.17% |
03.05.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 99'942 CHF | 18'157 CHF | 99.16% | 99.16% |
02.05.2024 | 8.46% | 0.12 CHF | 0.13 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 102'085 CHF | 18'514 CHF | 99.15% | 99.15% |