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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1'500'000 | 400'000 | 1'500'000 | 428'961 | 284'860 CHF | 85'626 CHF | 99.08% | 99.08% |
14.05.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 1'500'000 | 500'000 | 1'500'000 | 493'193 | 248'362 CHF | 86'462 CHF | 99.27% | 99.27% |
13.05.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 1'500'000 | 400'000 | 1'500'000 | 399'993 | 356'709 CHF | 99'120 CHF | 98.81% | 98.81% |
10.05.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 1'500'000 | 400'000 | 1'500'000 | 400'000 | 386'970 CHF | 107'192 CHF | 99.27% | 99.27% |
08.05.2024 | 5.49% | 0.19 CHF | 0.20 CHF | 1'500'000 | 400'000 | 1'499'790 | 480'577 | 267'382 CHF | 90'129 CHF | 99.27% | 99.27% |
07.05.2024 | 7.23% | 0.16 CHF | 0.17 CHF | 1'500'000 | 500'000 | 1'500'000 | 500'000 | 200'961 CHF | 71'987 CHF | 99.27% | 99.27% |
06.05.2024 | 8.59% | 0.12 CHF | 0.13 CHF | 1'500'000 | 500'000 | 1'500'000 | 500'000 | 167'686 CHF | 60'895 CHF | 99.27% | 99.27% |
03.05.2024 | 9.76% | 0.09 CHF | 0.10 CHF | 1'500'000 | 500'000 | 1'499'950 | 499'792 | 147'336 CHF | 54'090 CHF | 99.15% | 99.15% |
02.05.2024 | 9.56% | 0.09 CHF | 0.10 CHF | 1'500'000 | 500'000 | 1'500'000 | 500'000 | 149'960 CHF | 54'987 CHF | 99.19% | 99.19% |
30.04.2024 | 8.14% | 0.11 CHF | 0.12 CHF | 1'500'000 | 500'000 | 1'500'000 | 500'000 | 177'152 CHF | 64'051 CHF | 99.27% | 99.27% |