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 | 5.20% | 0.17 CHF | 0.18 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 140'653 CHF | 29'631 CHF | 99.17% | 99.17% |
15.05.2024 | 6.06% | 0.18 CHF | 0.19 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 120'757 CHF | 25'651 CHF | 94.74% | 94.74% |
14.05.2024 | 6.17% | 0.19 CHF | 0.20 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 119'171 CHF | 25'334 CHF | 99.16% | 99.16% |
13.05.2024 | 5.81% | 0.16 CHF | 0.17 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 125'650 CHF | 26'630 CHF | 98.53% | 98.53% |
10.05.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 133'771 CHF | 28'254 CHF | 99.16% | 99.16% |
08.05.2024 | 6.22% | 0.17 CHF | 0.18 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 117'061 CHF | 24'912 CHF | 99.17% | 99.17% |
07.05.2024 | 7.55% | 0.15 CHF | 0.16 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 95'947 CHF | 20'690 CHF | 97.93% | 97.93% |
06.05.2024 | 7.62% | 0.12 CHF | 0.13 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 94'966 CHF | 20'493 CHF | 99.17% | 99.17% |
03.05.2024 | 7.85% | 0.13 CHF | 0.14 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 92'248 CHF | 19'950 CHF | 99.16% | 99.16% |
02.05.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 96'557 CHF | 20'811 CHF | 99.14% | 99.14% |