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 | 7.08% | 0.20 CHF | 0.22 CHF | 150'000 | 150'000 | 149'807 | 149'807 | 33'030 CHF | 35'451 CHF | 100.00% | 100.00% |
15.05.2024 | 7.81% | 0.24 CHF | 0.26 CHF | 190'000 | 190'000 | 194'019 | 194'019 | 39'794 CHF | 43'010 CHF | 100.00% | 100.00% |
14.05.2024 | 10.87% | 0.12 CHF | 0.14 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 26'715 CHF | 29'755 CHF | 99.99% | 99.99% |
13.05.2024 | 7.70% | 0.20 CHF | 0.21 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 33'957 CHF | 36'677 CHF | 99.45% | 99.45% |
10.05.2024 | 7.90% | 0.23 CHF | 0.24 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 40'690 CHF | 44'038 CHF | 100.00% | 100.00% |
08.05.2024 | 7.64% | 0.22 CHF | 0.23 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 41'946 CHF | 45'284 CHF | 98.93% | 98.93% |
07.05.2024 | 7.56% | 0.22 CHF | 0.23 CHF | 190'000 | 190'000 | 189'904 | 189'904 | 38'723 CHF | 41'763 CHF | 99.96% | 99.96% |
06.05.2024 | 7.35% | 0.20 CHF | 0.21 CHF | 190'000 | 190'000 | 180'579 | 180'579 | 37'874 CHF | 40'764 CHF | 100.00% | 100.00% |
03.05.2024 | 7.31% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 199'557 | 199'557 | 42'146 CHF | 45'341 CHF | 99.93% | 99.93% |
02.05.2024 | 7.62% | 0.18 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 40'510 CHF | 43'710 CHF | 98.51% | 98.51% |