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 | 5.41% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'859 CHF | 47'453 CHF | 98.48% | 98.48% |
15.05.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 129'029 CHF | 45'510 CHF | 98.33% | 98.33% |
14.05.2024 | 5.52% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 249'988 | 132'390 CHF | 46'628 CHF | 99.37% | 99.37% |
13.05.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'260 CHF | 40'253 CHF | 98.93% | 98.93% |
10.05.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'357 CHF | 40'286 CHF | 99.38% | 99.38% |
08.05.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'246 CHF | 35'916 CHF | 99.36% | 99.36% |
07.05.2024 | 7.85% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'001 CHF | 33'167 CHF | 94.73% | 94.73% |
06.05.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 93'642 CHF | 33'714 CHF | 99.36% | 99.36% |
03.05.2024 | 8.18% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'390 CHF | 31'963 CHF | 99.36% | 99.36% |
02.05.2024 | 9.22% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 77'988 CHF | 28'496 CHF | 99.36% | 99.36% |