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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'600 | 397'600 | 52'067 CHF | 56'043 CHF | 99.05% | 99.05% |
16.05.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 432'335 | 432'335 | 51'326 CHF | 55'650 CHF | 99.26% | 99.26% |
15.05.2024 | 8.66% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 470'697 | 470'697 | 52'015 CHF | 56'722 CHF | 99.39% | 99.39% |
14.05.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 461'870 | 461'870 | 51'873 CHF | 56'492 CHF | 99.16% | 99.16% |
13.05.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'025 | 424'025 | 50'947 CHF | 55'188 CHF | 99.38% | 99.38% |
10.05.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 419'497 | 419'496 | 51'124 CHF | 55'319 CHF | 99.38% | 99.38% |
08.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'263 | 400'263 | 51'994 CHF | 55'997 CHF | 99.38% | 99.38% |
07.05.2024 | 7.70% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 412'075 | 412'075 | 51'473 CHF | 55'594 CHF | 99.24% | 99.24% |
06.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 52'000 CHF | 56'000 CHF | 99.19% | 99.19% |
03.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 52'000 CHF | 56'000 CHF | 99.39% | 99.39% |