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 | 5.08% | 0.21 CHF | 0.22 CHF | 430'000 | 430'000 | 429'390 | 429'390 | 82'807 CHF | 87'107 CHF | 99.84% | 99.84% |
15.05.2024 | 5.21% | 0.20 CHF | 0.21 CHF | 440'000 | 440'000 | 439'204 | 439'204 | 82'491 CHF | 86'891 CHF | 99.77% | 99.77% |
14.05.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 84'415 CHF | 89'015 CHF | 99.80% | 99.80% |
13.05.2024 | 5.64% | 0.18 CHF | 0.19 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 84'487 CHF | 89'387 CHF | 100.00% | 100.00% |
10.05.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 83'498 CHF | 88'398 CHF | 100.00% | 100.00% |
08.05.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 480'000 | 480'000 | 479'817 | 479'817 | 81'796 CHF | 86'596 CHF | 99.29% | 99.29% |
07.05.2024 | 5.66% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 499'211 | 499'211 | 85'941 CHF | 90'941 CHF | 99.94% | 99.94% |
06.05.2024 | 6.02% | 0.17 CHF | 0.18 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 83'775 CHF | 88'975 CHF | 100.00% | 100.00% |
03.05.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 78'305 CHF | 83'205 CHF | 98.78% | 98.78% |
02.05.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 75'918 CHF | 80'418 CHF | 100.00% | 100.00% |