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 | 6.79% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 729'973 | 243'324 | 103'859 CHF | 37'053 CHF | 99.37% | 99.37% |
15.05.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 93'966 CHF | 33'822 CHF | 99.38% | 99.38% |
14.05.2024 | 8.18% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'248 CHF | 31'916 CHF | 99.36% | 99.36% |
13.05.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'618 CHF | 35'706 CHF | 98.79% | 98.79% |
10.05.2024 | 6.84% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 105'933 CHF | 37'811 CHF | 99.36% | 99.36% |
08.05.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'656 CHF | 35'385 CHF | 99.37% | 99.37% |
07.05.2024 | 8.69% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 838'559 | 279'520 | 92'290 CHF | 33'558 CHF | 98.16% | 98.16% |
06.05.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 753'965 | 251'322 | 87'770 CHF | 31'770 CHF | 99.38% | 99.38% |
03.05.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 839'147 | 279'716 | 92'549 CHF | 33'647 CHF | 99.35% | 99.35% |
02.05.2024 | 8.28% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 105'163 CHF | 38'054 CHF | 99.35% | 99.35% |