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 | 4.13% | 0.24 CHF | 0.25 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 356'213 CHF | 74'243 CHF | 99.27% | 99.27% |
15.05.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 350'539 CHF | 73'108 CHF | 99.08% | 99.08% |
14.05.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 329'313 CHF | 68'863 CHF | 99.27% | 99.27% |
13.05.2024 | 4.31% | 0.21 CHF | 0.22 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 340'876 CHF | 71'175 CHF | 98.81% | 98.81% |
10.05.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 313'184 CHF | 65'637 CHF | 99.27% | 99.27% |
08.05.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 271'625 CHF | 57'325 CHF | 99.27% | 99.27% |
07.05.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 299'522 CHF | 62'905 CHF | 99.27% | 99.27% |
06.05.2024 | 5.55% | 0.18 CHF | 0.19 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 262'938 CHF | 55'588 CHF | 99.27% | 99.27% |
03.05.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 260'163 CHF | 55'033 CHF | 99.15% | 99.15% |
02.05.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 218'310 CHF | 46'662 CHF | 99.19% | 99.19% |