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 | 4.43% | 0.22 CHF | 0.23 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 331'643 CHF | 57'774 CHF | 99.27% | 99.27% |
15.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 297'552 CHF | 52'092 CHF | 99.08% | 99.08% |
14.05.2024 | 5.34% | 0.20 CHF | 0.21 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 273'910 CHF | 48'152 CHF | 99.27% | 99.27% |
13.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 265'159 CHF | 46'693 CHF | 98.81% | 98.81% |
10.05.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 253'824 CHF | 44'804 CHF | 99.27% | 99.27% |
08.05.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 233'259 CHF | 41'377 CHF | 99.27% | 99.27% |
07.05.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 212'112 CHF | 37'852 CHF | 99.27% | 99.27% |
06.05.2024 | 6.82% | 0.13 CHF | 0.14 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 213'044 CHF | 38'007 CHF | 99.27% | 99.27% |
03.05.2024 | 8.07% | 0.14 CHF | 0.15 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 179'897 CHF | 32'483 CHF | 99.15% | 99.15% |
02.05.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 162'771 CHF | 29'629 CHF | 99.19% | 99.19% |