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 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'897 CHF | 56'897 CHF | 99.04% | 99.04% |
15.05.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 319'657 | 319'657 | 51'849 CHF | 55'045 CHF | 99.10% | 99.10% |
14.05.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 342'899 | 342'898 | 52'411 CHF | 55'840 CHF | 98.90% | 98.90% |
13.05.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 324'171 | 324'171 | 51'883 CHF | 55'125 CHF | 99.18% | 99.18% |
10.05.2024 | 6.26% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 337'944 | 337'945 | 52'273 CHF | 55'652 CHF | 96.48% | 96.48% |
08.05.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 350'451 | 350'451 | 52'703 CHF | 56'208 CHF | 99.17% | 99.17% |
07.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'300 | 325'300 | 52'040 CHF | 55'293 CHF | 98.89% | 98.89% |
06.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 56'000 CHF | 98.97% | 98.97% |
03.05.2024 | 7.18% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 387'664 | 387'664 | 52'088 CHF | 55'965 CHF | 98.66% | 98.66% |
02.05.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'279 | 397'279 | 51'892 CHF | 55'865 CHF | 98.71% | 98.71% |