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 | 7.27% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 393'392 | 393'392 | 52'164 CHF | 56'098 CHF | 99.87% | 99.87% |
15.05.2024 | 9.15% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 491'908 | 480'447 | 51'352 CHF | 55'054 CHF | 100.00% | 100.00% |
14.05.2024 | 8.91% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 477'963 | 472'211 | 51'301 CHF | 55'482 CHF | 99.77% | 99.77% |
13.05.2024 | 6.99% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 378'765 | 378'765 | 52'323 CHF | 56'110 CHF | 100.00% | 100.00% |
10.05.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 346'510 | 346'511 | 52'073 CHF | 55'538 CHF | 100.00% | 100.00% |
08.05.2024 | 7.25% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 391'618 | 391'618 | 52'071 CHF | 55'987 CHF | 100.00% | 100.00% |
07.05.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 343'772 | 343'772 | 52'564 CHF | 56'002 CHF | 99.85% | 99.85% |
06.05.2024 | 7.00% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 379'300 | 379'299 | 52'303 CHF | 56'096 CHF | 99.82% | 99.82% |
03.05.2024 | 8.29% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 446'645 | 446'645 | 51'689 CHF | 56'156 CHF | 100.00% | 100.00% |
02.05.2024 | 9.16% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 488'978 | 486'110 | 51'013 CHF | 55'592 CHF | 100.00% | 100.00% |