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 | 7.00% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 366'145 | 100'000 | 50'491 CHF | 14'808 CHF | 96.66% | 96.66% |
15.05.2024 | 6.48% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 339'898 | 99'483 | 50'952 CHF | 15'921 CHF | 95.47% | 95.47% |
14.05.2024 | 6.80% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 355'569 | 100'000 | 50'533 CHF | 15'222 CHF | 98.44% | 98.44% |
13.05.2024 | 7.22% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 379'034 | 100'000 | 50'605 CHF | 14'432 CHF | 99.69% | 99.69% |
10.05.2024 | 9.17% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 482'974 | 100'000 | 50'255 CHF | 11'426 CHF | 97.49% | 97.49% |
08.05.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 499'091 | 100'000 | 50'014 CHF | 11'023 CHF | 99.97% | 99.97% |
07.05.2024 | 8.45% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 445'469 | 100'000 | 50'464 CHF | 12'363 CHF | 95.69% | 95.69% |
06.05.2024 | 7.95% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 418'004 | 100'000 | 50'503 CHF | 13'113 CHF | 100.00% | 100.00% |
03.05.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 421'542 | 100'000 | 50'423 CHF | 12'970 CHF | 96.12% | 96.12% |
02.05.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 391'118 | 100'000 | 50'688 CHF | 13'963 CHF | 99.13% | 99.13% |