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 | 7.30% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'083 CHF | 35'528 CHF | 99.37% | 99.37% |
15.05.2024 | 6.58% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 110'834 CHF | 39'445 CHF | 99.38% | 99.38% |
14.05.2024 | 6.41% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'237 CHF | 40'246 CHF | 99.37% | 99.37% |
13.05.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 114'583 CHF | 40'694 CHF | 98.80% | 98.80% |
10.05.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 96'877 CHF | 34'792 CHF | 99.37% | 99.37% |
08.05.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'910 CHF | 44'137 CHF | 99.38% | 99.38% |
07.05.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 138'369 CHF | 48'623 CHF | 98.16% | 98.16% |
06.05.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'831 CHF | 42'777 CHF | 99.37% | 99.37% |
03.05.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'925 CHF | 42'808 CHF | 99.35% | 99.35% |
02.05.2024 | 5.14% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'386 CHF | 49'962 CHF | 99.36% | 99.36% |