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 | 8.64% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 466'878 | 466'878 | 51'731 CHF | 56'399 CHF | 99.26% | 99.26% |
15.05.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'214 | 495'214 | 50'068 CHF | 55'020 CHF | 99.38% | 99.38% |
14.05.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 435'614 | 435'614 | 51'336 CHF | 55'692 CHF | 99.16% | 99.16% |
13.05.2024 | 8.18% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 438'652 | 438'652 | 51'402 CHF | 55'789 CHF | 99.38% | 99.38% |
10.05.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 446'428 | 446'428 | 51'487 CHF | 55'951 CHF | 99.39% | 99.39% |
08.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 52'500 CHF | 56'250 CHF | 99.38% | 99.38% |
07.05.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 379'136 | 379'134 | 52'516 CHF | 56'307 CHF | 99.21% | 99.21% |
06.05.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'617 | 380'617 | 52'382 CHF | 56'188 CHF | 99.22% | 99.22% |
03.05.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'738 | 374'739 | 52'611 CHF | 56'359 CHF | 99.38% | 99.38% |
02.05.2024 | 6.83% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 372'044 | 372'043 | 52'665 CHF | 56'385 CHF | 99.39% | 99.39% |