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 | 8.00% | 0.12 CHF | 0.13 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 180'038 CHF | 32'506 CHF | 98.48% | 98.48% |
15.05.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 170'966 CHF | 30'994 CHF | 98.33% | 98.33% |
14.05.2024 | 8.10% | 0.13 CHF | 0.14 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 178'210 CHF | 32'202 CHF | 99.36% | 99.36% |
13.05.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 150'283 CHF | 27'547 CHF | 98.93% | 98.93% |
10.05.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 151'699 CHF | 27'783 CHF | 99.37% | 99.37% |
08.05.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 134'205 CHF | 24'868 CHF | 99.35% | 99.35% |
07.05.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 121'347 CHF | 22'725 CHF | 94.73% | 94.73% |
06.05.2024 | 11.57% | 0.08 CHF | 0.09 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 122'301 CHF | 22'883 CHF | 99.36% | 99.36% |
03.05.2024 | 12.20% | 0.08 CHF | 0.09 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 116'053 CHF | 21'842 CHF | 99.36% | 99.36% |
02.05.2024 | 13.63% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 103'063 CHF | 19'677 CHF | 99.36% | 99.36% |