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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 478'075 | 478'075 | 51'915 CHF | 56'695 CHF | 99.58% | 99.58% |
28.05.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 415'030 | 415'030 | 51'369 CHF | 55'519 CHF | 99.81% | 99.81% |
27.05.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 403'856 | 403'856 | 51'810 CHF | 55'848 CHF | 100.00% | 100.00% |
24.05.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 430'125 | 430'126 | 51'174 CHF | 55'475 CHF | 100.00% | 100.00% |
23.05.2024 | 8.05% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 429'874 | 429'874 | 51'223 CHF | 55'522 CHF | 99.70% | 99.70% |
22.05.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 405'727 | 405'727 | 51'716 CHF | 55'774 CHF | 98.54% | 98.54% |
21.05.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'164 | 399'164 | 51'940 CHF | 55'931 CHF | 100.00% | 100.00% |
17.05.2024 | 6.80% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 368'906 | 368'905 | 52'427 CHF | 56'116 CHF | 99.66% | 99.66% |
16.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'028 | 325'028 | 51'996 CHF | 55'246 CHF | 99.86% | 99.86% |
15.05.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'549 | 349'550 | 52'525 CHF | 56'021 CHF | 100.00% | 100.00% |