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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 7.51% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 403'104 | 403'104 | 51'659 CHF | 55'690 CHF | 99.57% | 99.57% |
22.05.2024 | 5.62% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 306'047 | 306'047 | 53'013 CHF | 56'074 CHF | 98.45% | 98.45% |
21.05.2024 | 5.33% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 291'799 | 291'799 | 53'240 CHF | 56'158 CHF | 100.00% | 100.00% |
17.05.2024 | 5.97% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 319'209 | 319'209 | 51'921 CHF | 55'113 CHF | 100.00% | 100.00% |
16.05.2024 | 5.96% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 317'071 | 317'062 | 51'610 CHF | 54'779 CHF | 99.85% | 99.85% |
15.05.2024 | 6.61% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 359'003 | 359'003 | 52'526 CHF | 56'116 CHF | 100.00% | 100.00% |
14.05.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 373'316 | 373'316 | 52'537 CHF | 56'270 CHF | 99.76% | 99.76% |
13.05.2024 | 7.25% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 390'523 | 390'523 | 51'938 CHF | 55'843 CHF | 100.00% | 100.00% |
10.05.2024 | 6.01% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 322'113 | 322'113 | 51'989 CHF | 55'210 CHF | 100.00% | 100.00% |
08.05.2024 | 8.35% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 445'386 | 445'377 | 51'079 CHF | 55'532 CHF | 96.84% | 96.84% |