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 | 4.67% | 0.20 CHF | 0.21 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 313'623 CHF | 54'771 CHF | 98.48% | 98.48% |
15.05.2024 | 5.31% | 0.21 CHF | 0.22 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 277'019 CHF | 48'670 CHF | 98.33% | 98.33% |
14.05.2024 | 7.06% | 0.16 CHF | 0.17 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 205'736 CHF | 36'789 CHF | 99.36% | 99.36% |
13.05.2024 | 6.38% | 0.14 CHF | 0.15 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 227'974 CHF | 40'496 CHF | 98.93% | 98.93% |
10.05.2024 | 6.16% | 0.15 CHF | 0.16 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 236'865 CHF | 41'977 CHF | 99.38% | 99.38% |
08.05.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 232'497 CHF | 41'250 CHF | 99.37% | 99.37% |
07.05.2024 | 6.66% | 0.13 CHF | 0.14 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 219'091 CHF | 39'015 CHF | 94.67% | 94.67% |
06.05.2024 | 14.51% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 97'267 CHF | 18'711 CHF | 99.37% | 99.37% |
03.05.2024 | 22.44% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 61'366 CHF | 12'728 CHF | 99.37% | 99.37% |
02.05.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 44'966 CHF | 9'994 CHF | 99.36% | 99.36% |