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 | 6.96% | 0.14 CHF | 0.15 CHF | 461'300 | 461'300 | 456'160 | 456'160 | 63'375 CHF | 67'941 CHF | 100.00% | 100.00% |
15.05.2024 | 7.22% | 0.13 CHF | 0.14 CHF | 449'900 | 449'900 | 447'380 | 447'380 | 60'035 CHF | 64'520 CHF | 100.00% | 100.00% |
14.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 446'700 | 446'700 | 449'686 | 449'686 | 58'469 CHF | 62'967 CHF | 100.00% | 100.00% |
13.05.2024 | 7.31% | 0.14 CHF | 0.14 CHF | 432'700 | 432'700 | 435'481 | 435'481 | 57'371 CHF | 61'726 CHF | 100.00% | 100.00% |
10.05.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 438'900 | 438'900 | 436'153 | 436'153 | 62'532 CHF | 66'893 CHF | 100.00% | 100.00% |
08.05.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 444'300 | 444'300 | 441'520 | 441'520 | 57'104 CHF | 61'520 CHF | 99.06% | 99.06% |
07.05.2024 | 7.13% | 0.14 CHF | 0.15 CHF | 472'600 | 472'600 | 469'406 | 469'406 | 63'578 CHF | 68'275 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.13 CHF | 0.14 CHF | 48'300 | 48'300 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 7.70% | 0.13 CHF | 0.14 CHF | 491'100 | 491'100 | 488'096 | 488'096 | 60'959 CHF | 65'840 CHF | 100.00% | 100.00% |
02.05.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 496'600 | 496'600 | 498'444 | 498'444 | 59'611 CHF | 64'595 CHF | 100.00% | 100.00% |