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 | 5.10% | 0.19 CHF | 0.20 CHF | 320'000 | 320'000 | 319'397 | 319'397 | 61'287 CHF | 64'486 CHF | 100.00% | 100.00% |
15.05.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 330'000 | 330'000 | 329'308 | 329'308 | 45'770 CHF | 49'069 CHF | 100.00% | 100.00% |
14.05.2024 | 7.85% | 0.13 CHF | 0.14 CHF | 330'000 | 330'000 | 337'894 | 337'894 | 41'437 CHF | 44'818 CHF | 99.99% | 99.99% |
13.05.2024 | 6.90% | 0.15 CHF | 0.16 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 46'248 CHF | 49'548 CHF | 99.82% | 99.82% |
10.05.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 45'543 CHF | 48'843 CHF | 100.00% | 100.00% |
08.05.2024 | 8.12% | 0.12 CHF | 0.13 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 40'175 CHF | 43'575 CHF | 98.61% | 98.61% |
07.05.2024 | 8.60% | 0.12 CHF | 0.13 CHF | 340'000 | 340'000 | 339'436 | 339'436 | 37'902 CHF | 41'302 CHF | 99.96% | 99.96% |
06.05.2024 | 8.98% | 0.11 CHF | 0.12 CHF | 340'000 | 340'000 | 340'577 | 340'577 | 36'258 CHF | 39'664 CHF | 100.00% | 100.00% |
03.05.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 348'978 | 348'978 | 34'542 CHF | 38'031 CHF | 99.96% | 99.96% |
02.05.2024 | 7.81% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 342'907 | 342'907 | 42'380 CHF | 45'809 CHF | 98.51% | 98.51% |