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 | 4.86% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 252'820 | 252'819 | 50'816 CHF | 53'344 CHF | 100.00% | 100.00% |
16.05.2024 | 5.57% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'311 | 300'311 | 52'404 CHF | 55'407 CHF | 99.84% | 99.84% |
15.05.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'030 CHF | 55'030 CHF | 100.00% | 100.00% |
14.05.2024 | 6.22% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 333'957 | 333'961 | 52'013 CHF | 55'353 CHF | 99.79% | 99.79% |
13.05.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 397'451 | 397'451 | 52'143 CHF | 56'118 CHF | 100.00% | 100.00% |
10.05.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'217 | 399'217 | 52'023 CHF | 56'015 CHF | 100.00% | 100.00% |
08.05.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 396'933 | 396'933 | 52'118 CHF | 56'087 CHF | 100.00% | 100.00% |
07.05.2024 | 7.97% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 424'738 | 424'737 | 51'177 CHF | 55'425 CHF | 99.77% | 99.77% |
06.05.2024 | 8.16% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 436'634 | 436'631 | 51'316 CHF | 55'682 CHF | 99.77% | 99.77% |
03.05.2024 | 9.33% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 493'485 | 493'486 | 50'445 CHF | 55'380 CHF | 100.00% | 100.00% |