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 | 4.08% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'208 CHF | 37'569 CHF | 99.36% | 99.36% |
15.05.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'285 CHF | 37'595 CHF | 99.12% | 99.12% |
14.05.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'378 CHF | 36'626 CHF | 99.36% | 99.36% |
13.05.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'709 CHF | 32'403 CHF | 98.90% | 98.90% |
10.05.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'869 CHF | 32'790 CHF | 99.36% | 99.36% |
08.05.2024 | 6.39% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 68'645 CHF | 24'382 CHF | 99.36% | 99.36% |
07.05.2024 | 5.61% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 78'087 CHF | 27'529 CHF | 99.37% | 99.37% |
06.05.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'196 CHF | 26'899 CHF | 99.37% | 99.37% |
03.05.2024 | 5.95% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 73'499 CHF | 26'000 CHF | 99.18% | 99.18% |
02.05.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 66'548 CHF | 23'683 CHF | 99.30% | 99.30% |