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 | 7.41% | 0.13 CHF | 0.14 CHF | 800'000 | 800'000 | 794'675 | 794'675 | 103'308 CHF | 111'254 CHF | 99.54% | 99.54% |
15.05.2024 | 7.85% | 0.13 CHF | 0.14 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 110'282 CHF | 119'282 CHF | 99.57% | 99.57% |
14.05.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 99'176 CHF | 107'176 CHF | 99.55% | 99.55% |
13.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 97'960 CHF | 104'960 CHF | 99.56% | 99.56% |
10.05.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 100'617 CHF | 107'617 CHF | 99.49% | 99.49% |
08.05.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 104'780 CHF | 111'780 CHF | 99.49% | 99.49% |
07.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 98'000 CHF | 105'000 CHF | 99.56% | 99.56% |
06.05.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 101'799 CHF | 108'799 CHF | 99.56% | 99.56% |
03.05.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 90'763 CHF | 96'763 CHF | 99.51% | 99.51% |
02.05.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 95'264 CHF | 101'264 CHF | 99.47% | 99.47% |