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 | 6.84% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 371'584 | 371'584 | 52'497 CHF | 56'213 CHF | 99.87% | 99.87% |
15.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'972 | 374'972 | 52'496 CHF | 56'246 CHF | 100.00% | 100.00% |
14.05.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'562 CHF | 56'062 CHF | 99.77% | 99.77% |
13.05.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 340'653 | 340'653 | 52'365 CHF | 55'771 CHF | 100.00% | 100.00% |
10.05.2024 | 7.39% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 399'070 | 399'070 | 52'031 CHF | 56'022 CHF | 100.00% | 100.00% |
08.05.2024 | 7.11% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 385'647 | 385'647 | 52'289 CHF | 56'145 CHF | 100.00% | 100.00% |
07.05.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 333'242 | 333'242 | 52'210 CHF | 55'543 CHF | 99.86% | 99.86% |
06.05.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'302 | 302'302 | 51'285 CHF | 54'308 CHF | 99.81% | 99.81% |
03.05.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'839 | 297'839 | 53'836 CHF | 56'815 CHF | 100.00% | 100.00% |
02.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 275'029 | 275'029 | 52'256 CHF | 55'006 CHF | 100.00% | 100.00% |