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 | 5.24% | 0.19 CHF | 0.20 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 278'938 CHF | 58'788 CHF | 99.27% | 99.27% |
15.05.2024 | 5.33% | 0.19 CHF | 0.20 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 273'876 CHF | 57'775 CHF | 99.08% | 99.08% |
14.05.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 258'980 CHF | 54'796 CHF | 99.27% | 99.27% |
13.05.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 268'577 CHF | 56'715 CHF | 98.81% | 98.81% |
10.05.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 251'637 CHF | 53'327 CHF | 99.27% | 99.27% |
08.05.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 222'584 CHF | 47'517 CHF | 99.27% | 99.27% |
07.05.2024 | 6.11% | 0.17 CHF | 0.18 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 238'695 CHF | 50'739 CHF | 99.27% | 99.27% |
06.05.2024 | 6.91% | 0.14 CHF | 0.15 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 209'556 CHF | 44'911 CHF | 99.27% | 99.27% |
03.05.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 210'320 CHF | 45'064 CHF | 99.15% | 99.15% |
02.05.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 183'503 CHF | 39'701 CHF | 99.19% | 99.19% |