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 | 8.93% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 481'663 | 481'663 | 51'599 CHF | 56'415 CHF | 99.91% | 99.91% |
15.05.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 469'095 | 469'095 | 52'096 CHF | 56'787 CHF | 100.00% | 100.00% |
14.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 50'974 CHF | 55'224 CHF | 99.76% | 99.76% |
13.05.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 420'014 | 420'014 | 51'181 CHF | 55'381 CHF | 100.00% | 100.00% |
10.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'865 | 399'865 | 51'983 CHF | 55'981 CHF | 100.00% | 100.00% |
08.05.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 378'098 | 378'098 | 52'428 CHF | 56'209 CHF | 96.88% | 96.88% |
07.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 52'000 CHF | 56'000 CHF | 99.83% | 99.83% |
06.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 398'395 | 398'394 | 51'791 CHF | 55'775 CHF | 99.76% | 99.76% |
03.05.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 396'190 | 396'190 | 52'093 CHF | 56'055 CHF | 100.00% | 100.00% |
02.05.2024 | 7.55% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 406'070 | 406'070 | 51'774 CHF | 55'835 CHF | 100.00% | 100.00% |