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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 197'217 CHF | 28'296 CHF | 99.27% | 99.27% |
21.05.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 191'382 CHF | 27'518 CHF | 99.17% | 99.17% |
17.05.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 191'839 CHF | 27'579 CHF | 99.05% | 99.05% |
16.05.2024 | 8.33% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 172'791 CHF | 25'039 CHF | 99.27% | 99.27% |
15.05.2024 | 8.50% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 169'159 CHF | 24'555 CHF | 99.12% | 99.12% |
14.05.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 152'428 CHF | 22'324 CHF | 99.27% | 99.27% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 150'093 CHF | 22'012 CHF | 98.75% | 98.75% |
10.05.2024 | 9.73% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 146'941 CHF | 21'592 CHF | 99.27% | 99.27% |
08.05.2024 | 10.10% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 141'410 CHF | 20'855 CHF | 99.27% | 99.27% |
07.05.2024 | 12.75% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 110'625 CHF | 16'750 CHF | 99.27% | 99.27% |