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 | 5.20% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 281'737 | 281'719 | 52'718 CHF | 55'532 CHF | 99.77% | 99.77% |
15.05.2024 | 4.72% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 252'992 | 252'990 | 52'371 CHF | 54'900 CHF | 100.00% | 100.00% |
14.05.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 253'376 | 253'377 | 51'042 CHF | 53'576 CHF | 100.00% | 100.00% |
13.05.2024 | 5.01% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 269'082 | 269'083 | 52'455 CHF | 55'146 CHF | 100.00% | 100.00% |
10.05.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 340'907 | 340'900 | 52'088 CHF | 55'496 CHF | 100.00% | 100.00% |
08.05.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 354'761 | 354'750 | 52'411 CHF | 55'957 CHF | 100.00% | 100.00% |
07.05.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 318'648 | 318'649 | 51'639 CHF | 54'826 CHF | 98.60% | 98.60% |
06.05.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 304'188 | 304'180 | 52'075 CHF | 55'116 CHF | 99.51% | 99.51% |
03.05.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'259 | 300'260 | 51'957 CHF | 54'960 CHF | 99.70% | 99.70% |
02.05.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 281'609 | 281'608 | 52'744 CHF | 55'560 CHF | 100.00% | 100.00% |