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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 600'000 | 600'000 | 235'686 | 235'686 | 50'358 CHF | 52'729 CHF | 99.96% | 99.96% |
16.05.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 580'000 | 580'000 | 229'057 | 229'057 | 54'619 CHF | 56'930 CHF | 99.86% | 99.86% |
15.05.2024 | 7.04% | 0.19 CHF | 0.20 CHF | 620'000 | 620'000 | 259'290 | 259'290 | 39'425 CHF | 42'038 CHF | 99.94% | 99.94% |
14.05.2024 | 9.00% | 0.13 CHF | 0.14 CHF | 680'000 | 680'000 | 276'763 | 276'763 | 31'617 CHF | 34'398 CHF | 100.00% | 100.00% |
13.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 700'000 | 700'000 | 274'535 | 274'535 | 32'990 CHF | 35'747 CHF | 100.00% | 100.00% |
10.05.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 680'000 | 680'000 | 267'626 | 267'626 | 35'356 CHF | 38'045 CHF | 100.00% | 100.00% |
08.05.2024 | 6.80% | 0.16 CHF | 0.17 CHF | 660'000 | 660'000 | 264'255 | 264'255 | 39'561 CHF | 42'217 CHF | 96.98% | 96.98% |
07.05.2024 | 6.61% | 0.15 CHF | 0.16 CHF | 670'000 | 670'000 | 269'539 | 269'539 | 40'624 CHF | 43'333 CHF | 98.52% | 98.52% |
06.05.2024 | 7.30% | 0.14 CHF | 0.15 CHF | 690'000 | 690'000 | 271'648 | 271'648 | 37'612 CHF | 40'341 CHF | 99.77% | 99.77% |
03.05.2024 | 7.96% | 0.13 CHF | 0.14 CHF | 710'000 | 710'000 | 273'978 | 273'978 | 35'608 CHF | 38'360 CHF | 99.94% | 99.94% |