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 | 6.82% | 0.14 CHF | 0.15 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 11'345 CHF | 12'145 CHF | 100.00% | 100.00% |
16.05.2024 | 6.08% | 0.15 CHF | 0.16 CHF | 70'000 | 70'000 | 68'790 | 68'790 | 10'978 CHF | 11'666 CHF | 100.00% | 100.00% |
15.05.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 10'485 CHF | 11'185 CHF | 100.00% | 100.00% |
14.05.2024 | 6.11% | 0.15 CHF | 0.16 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 11'120 CHF | 11'820 CHF | 100.00% | 100.00% |
13.05.2024 | 5.82% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 11'690 CHF | 12'390 CHF | 100.00% | 100.00% |
10.05.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'358 CHF | 13'058 CHF | 100.00% | 100.00% |
08.05.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'550 CHF | 13'250 CHF | 100.00% | 100.00% |
07.05.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'412 CHF | 13'112 CHF | 100.00% | 100.00% |
06.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'594 CHF | 13'294 CHF | 100.00% | 100.00% |
03.05.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'584 CHF | 13'284 CHF | 100.00% | 100.00% |