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 | 7.50% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 405'280 | 405'281 | 51'997 CHF | 56'050 CHF | 99.91% | 99.91% |
15.05.2024 | 7.80% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 417'276 | 417'277 | 51'483 CHF | 55'656 CHF | 100.00% | 100.00% |
14.05.2024 | 8.09% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 434'185 | 434'184 | 51'525 CHF | 55'867 CHF | 99.76% | 99.76% |
13.05.2024 | 8.78% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 472'916 | 472'916 | 51'539 CHF | 56'268 CHF | 100.00% | 100.00% |
10.05.2024 | 8.77% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 476'824 | 476'824 | 52'018 CHF | 56'786 CHF | 100.00% | 100.00% |
08.05.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 476'530 | 476'527 | 51'775 CHF | 56'540 CHF | 96.88% | 96.88% |
07.05.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 477'811 | 477'811 | 51'978 CHF | 56'756 CHF | 99.83% | 99.83% |
06.05.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 498'096 | 489'483 | 49'776 CHF | 53'872 CHF | 99.77% | 99.77% |
03.05.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 502'330 | 493'789 | 50'074 CHF | 54'200 CHF | 100.00% | 100.00% |
02.05.2024 | 8.82% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 477'447 | 477'445 | 51'759 CHF | 56'533 CHF | 100.00% | 100.00% |