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 | 6.66% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 599'189 | 599'189 | 87'314 CHF | 93'314 CHF | 100.00% | 100.00% |
15.05.2024 | 7.22% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 598'900 | 598'900 | 80'357 CHF | 86'357 CHF | 100.00% | 100.00% |
14.05.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 68'581 CHF | 74'581 CHF | 100.00% | 100.00% |
13.05.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 66'874 CHF | 72'874 CHF | 100.00% | 100.00% |
10.05.2024 | 8.81% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 65'098 CHF | 71'098 CHF | 100.00% | 100.00% |
08.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 599'769 | 599'769 | 60'082 CHF | 66'082 CHF | 99.63% | 99.63% |
07.05.2024 | 8.26% | 0.12 CHF | 0.13 CHF | 600'000 | 600'000 | 599'684 | 599'684 | 69'689 CHF | 75'689 CHF | 100.00% | 100.00% |
06.05.2024 | 7.46% | 0.12 CHF | 0.13 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 77'493 CHF | 83'493 CHF | 100.00% | 100.00% |
03.05.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 76'923 CHF | 82'923 CHF | 99.94% | 99.94% |
02.05.2024 | 8.68% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 66'251 CHF | 72'251 CHF | 99.99% | 99.99% |