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 | 6.87% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 332'094 | 75'000 | 51'078 CHF | 12'368 CHF | 98.70% | 98.70% |
15.05.2024 | 6.72% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 342'739 | 74'208 | 50'826 CHF | 11'808 CHF | 94.94% | 94.94% |
14.05.2024 | 14.58% | 0.12 CHF | 0.14 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 4'841 CHF | 5'601 CHF | 96.88% | 96.88% |
13.05.2024 | 7.30% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 346'639 | 75'000 | 50'779 CHF | 11'834 CHF | 95.94% | 95.94% |
10.05.2024 | 5.91% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 300'630 | 75'000 | 51'005 CHF | 13'501 CHF | 80.37% | 80.37% |
08.05.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 309'290 | 75'000 | 51'070 CHF | 13'171 CHF | 58.65% | 58.65% |
07.05.2024 | 7.13% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 310'457 | 71'635 | 46'937 CHF | 11'609 CHF | 98.22% | 98.22% |
06.05.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 330'554 | 75'000 | 51'094 CHF | 12'398 CHF | 97.25% | 97.25% |
03.05.2024 | 6.58% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 330'046 | 75'000 | 51'085 CHF | 12'414 CHF | 95.84% | 95.84% |
02.05.2024 | 6.53% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 335'958 | 75'000 | 50'974 CHF | 12'170 CHF | 99.11% | 99.11% |