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 | 6.34% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 342'569 | 342'547 | 52'337 CHF | 55'759 CHF | 99.90% | 99.90% |
15.05.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 348'203 | 348'203 | 52'481 CHF | 55'963 CHF | 100.00% | 100.00% |
14.05.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 368'342 | 368'342 | 52'449 CHF | 56'132 CHF | 99.76% | 99.76% |
13.05.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 352'076 | 352'076 | 52'455 CHF | 55'976 CHF | 100.00% | 100.00% |
10.05.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'779 | 350'778 | 52'460 CHF | 55'968 CHF | 100.00% | 100.00% |
08.05.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 368'888 | 368'888 | 52'274 CHF | 55'963 CHF | 96.89% | 96.89% |
07.05.2024 | 6.36% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 342'464 | 342'465 | 52'163 CHF | 55'588 CHF | 99.83% | 99.83% |
06.05.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 321'874 | 321'873 | 51'837 CHF | 55'056 CHF | 99.77% | 99.77% |
03.05.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 331'445 | 331'445 | 52'189 CHF | 55'504 CHF | 100.00% | 100.00% |
02.05.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 377'798 | 377'798 | 52'307 CHF | 56'085 CHF | 100.00% | 100.00% |