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 | 6.99% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 244'719 | 244'719 | 33'929 CHF | 36'380 CHF | 100.00% | 100.00% |
15.05.2024 | 6.93% | 0.14 CHF | 0.15 CHF | 240'000 | 240'000 | 242'252 | 242'252 | 33'879 CHF | 36'306 CHF | 100.00% | 100.00% |
14.05.2024 | 7.09% | 0.14 CHF | 0.15 CHF | 250'000 | 250'000 | 248'406 | 248'406 | 33'858 CHF | 36'343 CHF | 100.00% | 100.00% |
13.05.2024 | 7.10% | 0.14 CHF | 0.15 CHF | 250'000 | 250'000 | 248'074 | 248'074 | 33'714 CHF | 36'195 CHF | 99.82% | 99.82% |
10.05.2024 | 7.31% | 0.14 CHF | 0.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 32'986 CHF | 35'486 CHF | 100.00% | 100.00% |
08.05.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 240'000 | 240'000 | 247'055 | 247'055 | 28'199 CHF | 30'670 CHF | 98.93% | 98.93% |
07.05.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 242'259 | 242'259 | 28'479 CHF | 30'907 CHF | 99.85% | 99.85% |
06.05.2024 | 8.89% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 26'875 CHF | 29'375 CHF | 100.00% | 100.00% |
03.05.2024 | 9.04% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 26'397 CHF | 28'897 CHF | 100.00% | 100.00% |
02.05.2024 | 9.06% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 26'343 CHF | 28'843 CHF | 98.51% | 98.51% |