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 | 4.93% | 0.21 CHF | 0.22 CHF | 275'000 | 275'000 | 298'035 | 298'037 | 59'061 CHF | 62'042 CHF | 99.75% | 99.75% |
15.05.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 298'960 | 298'960 | 60'304 CHF | 63'293 CHF | 100.00% | 100.00% |
14.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 299'480 | 299'480 | 59'415 CHF | 62'409 CHF | 100.00% | 100.00% |
13.05.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 297'055 | 297'066 | 58'306 CHF | 61'279 CHF | 100.00% | 100.00% |
10.05.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 300'288 | 300'303 | 58'398 CHF | 61'405 CHF | 100.00% | 100.00% |
08.05.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 346'238 | 346'240 | 53'864 CHF | 57'327 CHF | 100.00% | 100.00% |
07.05.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 337'467 | 337'468 | 54'837 CHF | 58'212 CHF | 99.75% | 99.75% |
06.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 353'399 | 353'399 | 52'992 CHF | 56'526 CHF | 99.52% | 99.52% |
03.05.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 367'672 | 367'672 | 53'913 CHF | 57'590 CHF | 99.69% | 99.69% |
02.05.2024 | 6.69% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 370'573 | 370'572 | 53'574 CHF | 57'279 CHF | 100.00% | 100.00% |