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 | 7.08% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 365'315 | 75'000 | 49'769 CHF | 10'975 CHF | 85.18% | 85.18% |
15.05.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 376'803 | 74'213 | 49'864 CHF | 10'562 CHF | 78.12% | 78.12% |
14.05.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 403'003 | 75'000 | 387'432 | 75'000 | 50'446 CHF | 10'519 CHF | 91.56% | 91.56% |
13.05.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 406'642 | 75'000 | 376'081 | 75'000 | 50'285 CHF | 10'792 CHF | 89.68% | 89.68% |
10.05.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 368'036 | 75'000 | 50'456 CHF | 11'044 CHF | 97.19% | 97.19% |
08.05.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 388'624 | 75'000 | 50'661 CHF | 10'531 CHF | 85.40% | 85.40% |
07.05.2024 | 7.20% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 377'629 | 75'000 | 50'553 CHF | 10'809 CHF | 96.44% | 96.44% |
06.05.2024 | 8.15% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 423'707 | 75'000 | 49'895 CHF | 9'587 CHF | 92.86% | 92.86% |
03.05.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 413'476 | 75'000 | 50'376 CHF | 9'897 CHF | 72.93% | 72.93% |
02.05.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 447'604 | 75'000 | 458'801 | 75'000 | 50'339 CHF | 8'980 CHF | 93.57% | 93.57% |