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 | 6.72% | 0.15 CHF | 0.16 CHF | 351'800 | 351'800 | 353'040 | 353'040 | 50'894 CHF | 54'428 CHF | 100.00% | 100.00% |
15.05.2024 | 6.44% | 0.14 CHF | 0.16 CHF | 316'700 | 316'700 | 313'520 | 313'520 | 47'418 CHF | 50'562 CHF | 100.00% | 100.00% |
14.05.2024 | 6.19% | 0.17 CHF | 0.18 CHF | 337'400 | 337'400 | 344'715 | 344'715 | 54'120 CHF | 57'567 CHF | 99.99% | 99.99% |
13.05.2024 | 7.32% | 0.14 CHF | 0.15 CHF | 370'600 | 370'600 | 376'038 | 376'038 | 49'516 CHF | 53'276 CHF | 100.00% | 100.00% |
10.05.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 375'600 | 375'600 | 370'819 | 370'819 | 50'284 CHF | 53'992 CHF | 100.00% | 100.00% |
08.05.2024 | 7.16% | 0.14 CHF | 0.14 CHF | 382'100 | 382'100 | 382'094 | 382'094 | 51'451 CHF | 55'272 CHF | 98.99% | 98.99% |
07.05.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 381'800 | 381'800 | 381'924 | 381'924 | 50'527 CHF | 54'346 CHF | 97.66% | 97.66% |
06.05.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 395'700 | 395'700 | 399'182 | 399'182 | 51'057 CHF | 55'048 CHF | 100.00% | 100.00% |
03.05.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 407'200 | 407'200 | 406'459 | 406'459 | 51'439 CHF | 55'503 CHF | 100.00% | 100.00% |
02.05.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 404'500 | 404'500 | 398'852 | 398'852 | 51'941 CHF | 55'929 CHF | 100.00% | 100.00% |