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 | 4.33% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 516'948 | 516'945 | 116'855 CHF | 122'024 CHF | 99.83% | 99.83% |
15.05.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 625'000 | 625'000 | 614'559 | 614'560 | 111'848 CHF | 117'993 CHF | 100.00% | 100.00% |
14.05.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 625'000 | 625'000 | 645'335 | 645'333 | 111'898 CHF | 118'351 CHF | 99.76% | 99.76% |
13.05.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 600'000 | 600'000 | 586'000 | 585'998 | 114'051 CHF | 119'910 CHF | 100.00% | 100.00% |
10.05.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 575'000 | 575'000 | 574'467 | 574'466 | 115'074 CHF | 120'818 CHF | 100.00% | 100.00% |
08.05.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 575'000 | 575'000 | 594'317 | 594'316 | 115'495 CHF | 121'438 CHF | 100.00% | 100.00% |
07.05.2024 | 5.46% | 0.19 CHF | 0.20 CHF | 625'000 | 625'000 | 637'830 | 637'836 | 113'607 CHF | 119'986 CHF | 99.59% | 99.59% |
06.05.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 700'000 | 700'000 | 700'520 | 700'526 | 111'708 CHF | 118'714 CHF | 99.77% | 99.77% |
03.05.2024 | 6.53% | 0.14 CHF | 0.15 CHF | 775'000 | 775'000 | 749'716 | 749'714 | 111'127 CHF | 118'624 CHF | 100.00% | 100.00% |
02.05.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 750'000 | 750'000 | 724'182 | 724'180 | 112'546 CHF | 119'788 CHF | 100.00% | 100.00% |