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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 6.40% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 345'629 | 345'625 | 52'287 CHF | 55'743 CHF | 100.00% | 100.00% |
16.05.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 344'640 | 344'641 | 52'369 CHF | 55'816 CHF | 99.82% | 99.82% |
15.05.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 341'101 | 341'101 | 52'385 CHF | 55'796 CHF | 100.00% | 100.00% |
14.05.2024 | 6.91% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 376'045 | 376'045 | 52'526 CHF | 56'286 CHF | 99.72% | 99.72% |
13.05.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 370'048 | 370'048 | 52'434 CHF | 56'134 CHF | 100.00% | 100.00% |
10.05.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 419'176 | 419'178 | 51'154 CHF | 55'346 CHF | 100.00% | 100.00% |
08.05.2024 | 8.34% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 447'502 | 447'506 | 51'417 CHF | 55'893 CHF | 100.00% | 100.00% |
07.05.2024 | 6.52% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 358'538 | 352'645 | 53'080 CHF | 55'892 CHF | 99.59% | 99.59% |
06.05.2024 | 13.07% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 706'492 | 365'747 | 50'540 CHF | 29'823 CHF | 99.76% | 99.76% |
03.05.2024 | 13.67% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 743'773 | 384'389 | 50'709 CHF | 30'052 CHF | 100.00% | 100.00% |