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 | 4.98% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 259'741 | 259'741 | 50'852 CHF | 53'449 CHF | 99.84% | 99.84% |
15.05.2024 | 5.54% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 296'210 | 296'213 | 52'044 CHF | 55'007 CHF | 100.00% | 100.00% |
14.05.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 290'599 | 290'600 | 53'422 CHF | 56'328 CHF | 99.79% | 99.79% |
13.05.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 279'612 | 279'611 | 52'442 CHF | 55'238 CHF | 100.00% | 100.00% |
10.05.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 287'869 | 287'868 | 52'666 CHF | 55'545 CHF | 100.00% | 100.00% |
08.05.2024 | 6.28% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 338'834 | 338'840 | 52'207 CHF | 55'596 CHF | 100.00% | 100.00% |
07.05.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'565 | 413'565 | 51'473 CHF | 55'609 CHF | 99.82% | 99.82% |
06.05.2024 | 6.84% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 370'781 | 370'783 | 52'361 CHF | 56'070 CHF | 99.78% | 99.78% |
03.05.2024 | 7.00% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 379'777 | 379'777 | 52'358 CHF | 56'156 CHF | 100.00% | 100.00% |
02.05.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 387'277 | 387'272 | 52'057 CHF | 55'929 CHF | 100.00% | 100.00% |