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 | 7.58% | 0.13 CHF | 0.14 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 190'592 CHF | 41'118 CHF | 99.27% | 99.27% |
15.05.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 188'846 CHF | 40'769 CHF | 99.08% | 99.08% |
14.05.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 179'173 CHF | 38'835 CHF | 99.27% | 99.27% |
13.05.2024 | 7.64% | 0.11 CHF | 0.12 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 189'245 CHF | 40'849 CHF | 98.81% | 98.81% |
10.05.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 174'997 CHF | 38'000 CHF | 99.27% | 99.27% |
08.05.2024 | 9.33% | 0.10 CHF | 0.11 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 153'448 CHF | 33'690 CHF | 99.27% | 99.27% |
07.05.2024 | 8.97% | 0.12 CHF | 0.13 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 160'976 CHF | 35'195 CHF | 99.27% | 99.27% |
06.05.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 135'260 CHF | 30'052 CHF | 99.27% | 99.27% |
03.05.2024 | 10.35% | 0.09 CHF | 0.10 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 137'683 CHF | 30'537 CHF | 99.15% | 99.15% |
02.05.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 122'450 CHF | 27'490 CHF | 99.19% | 99.19% |