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 | 3.86% | 0.26 CHF | 0.27 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 381'309 CHF | 66'052 CHF | 99.27% | 99.27% |
15.05.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 336'343 CHF | 58'557 CHF | 99.09% | 99.09% |
14.05.2024 | 4.77% | 0.22 CHF | 0.23 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 307'607 CHF | 53'768 CHF | 99.27% | 99.27% |
13.05.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 296'094 CHF | 51'849 CHF | 98.81% | 98.81% |
10.05.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 283'367 CHF | 49'728 CHF | 99.27% | 99.27% |
08.05.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 254'621 CHF | 44'937 CHF | 99.27% | 99.27% |
07.05.2024 | 6.39% | 0.15 CHF | 0.16 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 227'519 CHF | 40'420 CHF | 99.27% | 99.27% |
06.05.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 220'327 CHF | 39'221 CHF | 99.27% | 99.27% |
03.05.2024 | 7.73% | 0.14 CHF | 0.15 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 187'557 CHF | 33'760 CHF | 99.15% | 99.15% |
02.05.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 172'835 CHF | 31'306 CHF | 99.19% | 99.19% |