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 | 8.26% | 0.13 CHF | 0.14 CHF | 390'000 | 200'000 | 394'707 | 52'239 | 50'653 CHF | 7'223 CHF | 99.34% | 99.34% |
15.05.2024 | 7.73% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 367'567 | 51'697 | 50'546 CHF | 7'318 CHF | 98.65% | 98.65% |
14.05.2024 | 8.14% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 387'489 | 52'627 | 50'609 CHF | 7'756 CHF | 98.41% | 98.41% |
13.05.2024 | 9.23% | 0.13 CHF | 0.14 CHF | 390'000 | 200'000 | 444'133 | 52'167 | 50'605 CHF | 7'107 CHF | 99.42% | 99.42% |
10.05.2024 | 7.81% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 367'866 | 36'804 | 50'465 CHF | 5'207 CHF | 89.56% | 89.56% |
08.05.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 331'103 | 52'183 | 51'023 CHF | 8'118 CHF | 99.43% | 99.43% |
07.05.2024 | 6.64% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 317'528 | 52'275 | 51'131 CHF | 9'334 CHF | 99.33% | 99.33% |
06.05.2024 | 6.67% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 320'780 | 52'188 | 51'155 CHF | 8'655 CHF | 99.45% | 99.45% |
03.05.2024 | 6.04% | 0.15 CHF | 0.16 CHF | 340'000 | 200'000 | 285'495 | 53'629 | 50'498 CHF | 9'423 CHF | 95.45% | 95.45% |
02.05.2024 | 6.03% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 284'518 | 52'217 | 50'571 CHF | 9'663 CHF | 99.35% | 99.35% |