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 | 8.69% | 0.11 CHF | 0.12 CHF | 190'000 | 190'000 | 189'777 | 189'777 | 20'945 CHF | 22'845 CHF | 99.28% | 99.28% |
15.05.2024 | 8.26% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 189'653 | 189'653 | 22'084 CHF | 23'984 CHF | 100.00% | 100.00% |
14.05.2024 | 7.25% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 189'891 | 189'891 | 25'324 CHF | 27'224 CHF | 100.00% | 100.00% |
13.05.2024 | 7.54% | 0.13 CHF | 0.14 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 24'268 CHF | 26'168 CHF | 100.00% | 100.00% |
10.05.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 24'033 CHF | 25'933 CHF | 100.00% | 100.00% |
08.05.2024 | 6.98% | 0.14 CHF | 0.15 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 26'276 CHF | 28'176 CHF | 99.09% | 99.09% |
07.05.2024 | 6.92% | 0.14 CHF | 0.15 CHF | 190'000 | 190'000 | 189'759 | 189'759 | 26'554 CHF | 28'454 CHF | 100.00% | 100.00% |
06.05.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 192'609 | 192'609 | 30'040 CHF | 31'967 CHF | 100.00% | 100.00% |
03.05.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 35'547 CHF | 37'547 CHF | 99.97% | 99.97% |
02.05.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 37'624 CHF | 39'624 CHF | 100.00% | 100.00% |