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 | 7.21% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'364 CHF | 35'955 CHF | 99.47% | 99.47% |
15.05.2024 | 6.50% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 714'593 | 238'198 | 106'811 CHF | 37'986 CHF | 99.73% | 99.73% |
14.05.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'556 CHF | 36'019 CHF | 99.14% | 99.14% |
13.05.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 102'698 CHF | 36'733 CHF | 99.02% | 99.02% |
10.05.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 786'406 | 262'135 | 96'107 CHF | 34'657 CHF | 97.97% | 97.97% |
08.05.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 826'843 | 275'614 | 108'458 CHF | 38'909 CHF | 99.55% | 99.55% |
07.05.2024 | 6.10% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'665 CHF | 42'388 CHF | 99.72% | 99.72% |
06.05.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 123'509 CHF | 43'670 CHF | 99.57% | 99.57% |
03.05.2024 | 6.03% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'856 | 250'285 | 121'323 CHF | 42'944 CHF | 99.52% | 99.52% |
02.05.2024 | 4.98% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 723'313 | 241'104 | 141'555 CHF | 49'596 CHF | 99.05% | 99.05% |