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 | 4.72% | 0.21 CHF | 0.22 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 310'833 CHF | 43'444 CHF | 99.27% | 99.27% |
15.05.2024 | 4.72% | 0.22 CHF | 0.23 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 310'265 CHF | 43'369 CHF | 99.12% | 99.12% |
14.05.2024 | 5.27% | 0.19 CHF | 0.20 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 277'674 CHF | 39'023 CHF | 99.27% | 99.27% |
13.05.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 274'633 CHF | 38'618 CHF | 98.75% | 98.75% |
10.05.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 258'168 CHF | 36'423 CHF | 99.27% | 99.27% |
08.05.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 252'594 CHF | 35'679 CHF | 99.27% | 99.27% |
07.05.2024 | 7.16% | 0.14 CHF | 0.15 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 202'413 CHF | 28'988 CHF | 99.27% | 99.27% |
06.05.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 194'979 CHF | 27'997 CHF | 99.27% | 99.27% |
03.05.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 183'488 CHF | 26'465 CHF | 99.10% | 99.10% |
02.05.2024 | 8.21% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 175'739 CHF | 25'432 CHF | 99.24% | 99.24% |