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 | 8.67% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'423 | 473'423 | 52'248 CHF | 56'982 CHF | 99.86% | 99.86% |
15.05.2024 | 8.17% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 437'193 | 437'193 | 51'282 CHF | 55'654 CHF | 100.00% | 100.00% |
14.05.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 440'841 | 440'842 | 51'447 CHF | 55'855 CHF | 99.77% | 99.77% |
13.05.2024 | 8.32% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 447'131 | 447'131 | 51'500 CHF | 55'972 CHF | 100.00% | 100.00% |
10.05.2024 | 7.66% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 407'101 | 407'101 | 51'116 CHF | 55'187 CHF | 100.00% | 100.00% |
08.05.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 378'618 | 378'618 | 52'428 CHF | 56'214 CHF | 100.00% | 100.00% |
07.05.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 358'219 | 358'219 | 52'407 CHF | 55'989 CHF | 99.86% | 99.86% |
06.05.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 334'006 | 334'006 | 52'198 CHF | 55'538 CHF | 99.83% | 99.83% |
03.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'253 | 325'253 | 52'022 CHF | 55'275 CHF | 100.00% | 100.00% |
02.05.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 324'076 | 324'076 | 51'997 CHF | 55'238 CHF | 100.00% | 100.00% |