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 | 7.12% | 0.14 CHF | 0.15 CHF | 512'600 | 512'600 | 503'779 | 503'779 | 68'446 CHF | 73'489 CHF | 100.00% | 100.00% |
15.05.2024 | 7.31% | 0.14 CHF | 0.15 CHF | 509'600 | 509'600 | 507'431 | 507'431 | 67'278 CHF | 72'365 CHF | 100.00% | 100.00% |
14.05.2024 | 7.75% | 0.13 CHF | 0.14 CHF | 474'600 | 474'600 | 472'609 | 472'609 | 58'613 CHF | 63'340 CHF | 100.00% | 100.00% |
13.05.2024 | 6.73% | 0.14 CHF | 0.14 CHF | 419'800 | 419'800 | 426'555 | 426'555 | 61'282 CHF | 65'548 CHF | 100.00% | 100.00% |
10.05.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 430'600 | 430'600 | 432'134 | 432'134 | 68'183 CHF | 72'504 CHF | 100.00% | 100.00% |
08.05.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 534'500 | 534'500 | 532'152 | 532'152 | 88'573 CHF | 93'895 CHF | 98.83% | 98.83% |
07.05.2024 | 6.87% | 0.13 CHF | 0.14 CHF | 463'000 | 463'000 | 468'451 | 468'451 | 65'853 CHF | 70'538 CHF | 97.66% | 97.66% |
06.05.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 450'900 | 450'900 | 446'871 | 446'871 | 61'919 CHF | 66'388 CHF | 100.00% | 100.00% |
03.05.2024 | 6.52% | 0.15 CHF | 0.16 CHF | 429'500 | 429'500 | 427'729 | 427'729 | 63'531 CHF | 67'808 CHF | 100.00% | 100.00% |
02.05.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 449'200 | 449'200 | 447'348 | 447'348 | 67'513 CHF | 71'986 CHF | 100.00% | 100.00% |