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 | 6.75% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 365'033 | 365'033 | 52'267 CHF | 55'917 CHF | 99.26% | 99.26% |
15.05.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 314'717 | 314'717 | 51'595 CHF | 54'742 CHF | 99.39% | 99.39% |
14.05.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 304'202 | 304'203 | 51'283 CHF | 54'325 CHF | 99.16% | 99.16% |
13.05.2024 | 6.06% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 324'756 | 324'756 | 51'999 CHF | 55'246 CHF | 99.39% | 99.39% |
10.05.2024 | 5.67% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 303'529 | 303'529 | 52'004 CHF | 55'039 CHF | 99.39% | 99.39% |
08.05.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'427 | 300'427 | 51'895 CHF | 54'899 CHF | 99.39% | 99.39% |
07.05.2024 | 6.27% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 339'396 | 339'396 | 52'447 CHF | 55'841 CHF | 99.22% | 99.22% |
06.05.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 342'312 | 342'312 | 52'309 CHF | 55'733 CHF | 99.22% | 99.22% |
03.05.2024 | 6.29% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 339'345 | 339'345 | 52'249 CHF | 55'642 CHF | 99.39% | 99.39% |
02.05.2024 | 7.24% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 391'925 | 391'925 | 52'207 CHF | 56'126 CHF | 99.38% | 99.38% |