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 | 9.24% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 444'007 | 52'238 | 50'519 CHF | 6'514 CHF | 99.34% | 99.34% |
15.05.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 417'548 | 51'696 | 50'480 CHF | 6'547 CHF | 98.65% | 98.65% |
14.05.2024 | 9.14% | 0.13 CHF | 0.14 CHF | 390'000 | 200'000 | 438'399 | 52'627 | 50'525 CHF | 6'946 CHF | 98.41% | 98.41% |
13.05.2024 | 10.34% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 486'442 | 52'167 | 49'587 CHF | 6'416 CHF | 99.42% | 99.42% |
10.05.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 399'908 | 36'805 | 50'637 CHF | 4'761 CHF | 89.56% | 89.56% |
08.05.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 390'000 | 200'000 | 359'120 | 52'182 | 50'688 CHF | 7'430 CHF | 99.43% | 99.43% |
07.05.2024 | 7.32% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 349'127 | 52'274 | 50'674 CHF | 8'576 CHF | 99.33% | 99.33% |
06.05.2024 | 7.25% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 346'144 | 52'187 | 50'824 CHF | 7'948 CHF | 99.45% | 99.45% |
03.05.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 308'737 | 53'660 | 50'923 CHF | 8'690 CHF | 95.47% | 95.47% |
02.05.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 307'451 | 52'210 | 51'070 CHF | 8'990 CHF | 99.35% | 99.35% |