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 | 6.90% | 0.13 CHF | 0.14 CHF | 900'000 | 900'000 | 890'693 | 890'691 | 124'755 CHF | 133'662 CHF | 100.00% | 100.00% |
15.05.2024 | 5.59% | 0.15 CHF | 0.16 CHF | 800'000 | 800'000 | 739'322 | 739'322 | 128'689 CHF | 136'082 CHF | 100.00% | 100.00% |
14.05.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 650'000 | 650'000 | 652'592 | 652'592 | 129'716 CHF | 136'242 CHF | 91.19% | 91.19% |
13.05.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 650'000 | 650'000 | 669'052 | 669'052 | 128'197 CHF | 134'888 CHF | 100.00% | 100.00% |
10.05.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 650'000 | 650'000 | 648'777 | 648'777 | 129'957 CHF | 136'445 CHF | 100.00% | 100.00% |
08.05.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 586'727 | 586'727 | 135'922 CHF | 141'790 CHF | 100.00% | 100.00% |
07.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 584'520 | 584'520 | 134'130 CHF | 139'975 CHF | 100.00% | 100.00% |
06.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 550'000 | 550'000 | 538'174 | 538'174 | 136'750 CHF | 142'131 CHF | 100.00% | 100.00% |
03.05.2024 | 3.12% | 0.29 CHF | 0.30 CHF | 500'000 | 500'000 | 459'088 | 459'161 | 145'238 CHF | 149'850 CHF | 97.87% | 97.87% |
02.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 375'000 | 375'000 | 395'372 | 395'372 | 150'271 CHF | 154'225 CHF | 100.00% | 100.00% |