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 | 5.21% | 0.18 CHF | 0.19 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 280'773 CHF | 29'577 CHF | 99.19% | 99.19% |
15.05.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 284'865 CHF | 29'987 CHF | 99.12% | 99.12% |
14.05.2024 | 5.73% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 255'673 CHF | 27'067 CHF | 99.27% | 99.27% |
13.05.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 232'942 CHF | 24'794 CHF | 98.75% | 98.75% |
10.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 225'183 CHF | 24'018 CHF | 99.27% | 99.27% |
08.05.2024 | 7.81% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 186'976 CHF | 20'198 CHF | 99.27% | 99.27% |
07.05.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 150'457 CHF | 16'546 CHF | 99.27% | 99.27% |
06.05.2024 | 9.96% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'101'000 | 150'000 | 105'734 CHF | 15'845 CHF | 99.27% | 99.27% |
03.05.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 102'096 CHF | 16'814 CHF | 99.11% | 99.11% |
02.05.2024 | 10.20% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 93'253 CHF | 15'488 CHF | 99.24% | 99.24% |