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 | 5.38% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 289'198 | 289'198 | 52'308 CHF | 55'200 CHF | 99.04% | 99.04% |
15.05.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 339'046 | 339'046 | 52'233 CHF | 55'623 CHF | 99.18% | 99.18% |
14.05.2024 | 7.05% | 0.16 CHF | 0.17 CHF | 375'000 | 375'000 | 383'738 | 383'737 | 52'553 CHF | 56'390 CHF | 98.92% | 98.92% |
13.05.2024 | 5.75% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 312'479 | 312'479 | 52'859 CHF | 55'984 CHF | 99.17% | 99.17% |
10.05.2024 | 4.65% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 255'821 | 255'821 | 53'810 CHF | 56'368 CHF | 96.47% | 96.47% |
08.05.2024 | 5.15% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 277'992 | 277'992 | 52'644 CHF | 55'423 CHF | 99.11% | 99.11% |
07.05.2024 | 5.65% | 0.19 CHF | 0.20 CHF | 325'000 | 325'000 | 303'954 | 303'954 | 52'363 CHF | 55'403 CHF | 98.94% | 98.94% |
06.05.2024 | 7.11% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 385'233 | 385'233 | 52'275 CHF | 56'128 CHF | 98.98% | 98.98% |
03.05.2024 | 8.86% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 467'363 | 467'345 | 50'432 CHF | 55'103 CHF | 98.97% | 98.97% |
02.05.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 439'938 | 439'938 | 51'141 CHF | 55'540 CHF | 98.83% | 98.83% |