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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 8.78% | 0.11 CHF | 0.12 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 163'434 CHF | 35'687 CHF | 99.08% | 99.08% |
14.05.2024 | 9.51% | 0.11 CHF | 0.12 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 150'234 CHF | 33'047 CHF | 99.27% | 99.27% |
13.05.2024 | 8.95% | 0.10 CHF | 0.11 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 160'316 CHF | 35'063 CHF | 98.81% | 98.81% |
10.05.2024 | 9.74% | 0.10 CHF | 0.11 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 146'826 CHF | 32'365 CHF | 99.27% | 99.27% |
08.05.2024 | 11.48% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 123'471 CHF | 27'694 CHF | 99.27% | 99.27% |
07.05.2024 | 10.24% | 0.10 CHF | 0.11 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 139'464 CHF | 30'893 CHF | 99.27% | 99.27% |
06.05.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 117'958 CHF | 26'592 CHF | 99.27% | 99.27% |
03.05.2024 | 11.93% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 118'533 CHF | 26'707 CHF | 99.15% | 99.15% |
02.05.2024 | 14.70% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 95'033 CHF | 22'007 CHF | 99.19% | 99.19% |
30.04.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 75'185 CHF | 18'037 CHF | 99.27% | 99.27% |