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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 8.56% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 464'882 | 464'882 | 51'986 CHF | 56'635 CHF | 99.11% | 99.11% |
22.05.2024 | 9.22% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 489'583 | 489'583 | 50'677 CHF | 55'573 CHF | 97.94% | 97.94% |
21.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'138 | 497'137 | 49'714 CHF | 54'685 CHF | 99.38% | 99.38% |
17.05.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'264 | 472'264 | 51'986 CHF | 56'709 CHF | 99.05% | 99.05% |
16.05.2024 | 8.64% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 466'878 | 466'878 | 51'731 CHF | 56'399 CHF | 99.26% | 99.26% |
15.05.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'214 | 495'214 | 50'068 CHF | 55'020 CHF | 99.38% | 99.38% |
14.05.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 435'614 | 435'614 | 51'336 CHF | 55'692 CHF | 99.16% | 99.16% |
13.05.2024 | 8.18% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 438'652 | 438'652 | 51'402 CHF | 55'789 CHF | 99.38% | 99.38% |
10.05.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 446'428 | 446'428 | 51'487 CHF | 55'951 CHF | 99.39% | 99.39% |
08.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 52'500 CHF | 56'250 CHF | 99.38% | 99.38% |