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 | 6.65% | 0.14 CHF | 0.16 CHF | 697'700 | 697'700 | 697'096 | 697'096 | 101'521 CHF | 108'498 CHF | 100.00% | 100.00% |
15.05.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 710'600 | 710'600 | 708'748 | 708'748 | 98'813 CHF | 105'919 CHF | 100.00% | 100.00% |
14.05.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 697'600 | 697'600 | 697'560 | 697'560 | 95'987 CHF | 102'963 CHF | 100.00% | 100.00% |
13.05.2024 | 6.75% | 0.14 CHF | 0.15 CHF | 726'700 | 726'700 | 726'700 | 726'700 | 104'008 CHF | 111'275 CHF | 99.87% | 99.87% |
10.05.2024 | 7.26% | 0.14 CHF | 0.14 CHF | 753'500 | 753'500 | 772'565 | 772'565 | 102'511 CHF | 110'236 CHF | 100.00% | 100.00% |
08.05.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 863'700 | 863'700 | 863'624 | 863'624 | 95'912 CHF | 104'548 CHF | 98.93% | 98.93% |
07.05.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 860'200 | 860'200 | 828'801 | 828'801 | 99'972 CHF | 108'260 CHF | 99.40% | 99.40% |
06.05.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 789'100 | 789'100 | 798'133 | 798'133 | 96'230 CHF | 104'211 CHF | 100.00% | 100.00% |
03.05.2024 | 7.80% | 0.13 CHF | 0.14 CHF | 790'700 | 790'700 | 791'023 | 791'023 | 97'444 CHF | 105'354 CHF | 100.00% | 100.00% |
02.05.2024 | 7.81% | 0.13 CHF | 0.14 CHF | 768'300 | 768'300 | 769'535 | 769'535 | 94'713 CHF | 102'409 CHF | 98.59% | 98.59% |