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 | 5.61% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 130'079 CHF | 45'860 CHF | 99.29% | 99.29% |
15.05.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 127'011 CHF | 44'837 CHF | 99.60% | 99.60% |
14.05.2024 | 5.80% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 125'654 CHF | 44'385 CHF | 98.42% | 98.42% |
13.05.2024 | 5.30% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 137'969 CHF | 48'490 CHF | 99.38% | 99.38% |
10.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'991 CHF | 47'497 CHF | 99.25% | 99.25% |
08.05.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 132'012 CHF | 46'504 CHF | 99.38% | 99.38% |
07.05.2024 | 5.96% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 760'562 | 253'521 | 123'824 CHF | 43'810 CHF | 99.37% | 99.37% |
06.05.2024 | 5.80% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 779'278 | 259'759 | 130'318 CHF | 46'037 CHF | 97.92% | 97.92% |
03.05.2024 | 6.03% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 876'317 | 292'106 | 141'207 CHF | 49'990 CHF | 99.34% | 99.34% |
02.05.2024 | 6.03% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 144'898 CHF | 51'299 CHF | 99.28% | 99.28% |