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 | 8.75% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 586'271 | 195'424 | 64'066 CHF | 23'309 CHF | 99.17% | 99.17% |
15.05.2024 | 6.79% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 64'656 CHF | 23'052 CHF | 94.33% | 94.33% |
14.05.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 59'109 CHF | 21'203 CHF | 99.16% | 99.16% |
13.05.2024 | 7.12% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 465'718 | 155'239 | 63'170 CHF | 22'609 CHF | 98.53% | 98.53% |
10.05.2024 | 8.53% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 599'421 | 199'807 | 67'418 CHF | 24'471 CHF | 99.01% | 99.01% |
08.05.2024 | 11.07% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 694'184 | 231'395 | 59'991 CHF | 22'311 CHF | 98.84% | 98.84% |
07.05.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 486'719 | 162'240 | 68'366 CHF | 24'411 CHF | 97.93% | 97.93% |
06.05.2024 | 7.14% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 497'050 | 165'683 | 66'912 CHF | 23'961 CHF | 99.17% | 99.17% |
03.05.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 499'545 | 166'515 | 70'461 CHF | 25'152 CHF | 99.16% | 99.16% |
02.05.2024 | 10.68% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 674'511 | 224'837 | 60'104 CHF | 22'283 CHF | 99.15% | 99.15% |