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 | 6.90% | 0.14 CHF | 0.15 CHF | 800'000 | 800'000 | 794'727 | 794'727 | 111'262 CHF | 119'209 CHF | 100.00% | 100.00% |
15.05.2024 | 7.19% | 0.13 CHF | 0.14 CHF | 800'000 | 800'000 | 875'766 | 875'766 | 117'583 CHF | 126'340 CHF | 100.00% | 100.00% |
14.05.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 111'180 CHF | 119'180 CHF | 100.00% | 100.00% |
13.05.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 112'083 CHF | 120'083 CHF | 100.00% | 100.00% |
10.05.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 105'199 CHF | 112'199 CHF | 100.00% | 100.00% |
08.05.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 100'453 CHF | 106'453 CHF | 100.00% | 100.00% |
07.05.2024 | 5.34% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 91'269 CHF | 96'269 CHF | 100.00% | 100.00% |
06.05.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 95'905 CHF | 100'905 CHF | 100.00% | 100.00% |
03.05.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 115'102 CHF | 121'102 CHF | 100.00% | 100.00% |
02.05.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 112'125 CHF | 118'125 CHF | 100.00% | 100.00% |