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 | 4.68% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 250'159 | 250'155 | 52'277 CHF | 54'778 CHF | 99.76% | 99.76% |
15.05.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 255'150 | 255'155 | 50'639 CHF | 53'192 CHF | 100.00% | 100.00% |
14.05.2024 | 5.59% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 299'998 | 299'998 | 52'229 CHF | 55'229 CHF | 100.00% | 100.00% |
13.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'988 CHF | 55'988 CHF | 100.00% | 100.00% |
10.05.2024 | 5.33% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 291'404 | 291'403 | 53'180 CHF | 56'093 CHF | 100.00% | 100.00% |
08.05.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'864 | 302'862 | 51'105 CHF | 54'133 CHF | 100.00% | 100.00% |
07.05.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'816 | 300'816 | 52'541 CHF | 55'549 CHF | 99.74% | 99.74% |
06.05.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 333'921 | 333'920 | 52'185 CHF | 55'524 CHF | 99.51% | 99.51% |
03.05.2024 | 6.37% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 343'678 | 343'682 | 52'216 CHF | 55'654 CHF | 99.70% | 99.70% |
02.05.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 405'873 | 405'867 | 51'544 CHF | 55'602 CHF | 100.00% | 100.00% |