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 | 5.58% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 262'605 CHF | 27'761 CHF | 99.27% | 99.27% |
15.05.2024 | 5.54% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 263'770 CHF | 27'877 CHF | 99.12% | 99.12% |
14.05.2024 | 6.86% | 0.16 CHF | 0.17 CHF | 1'500'000 | 150'000 | 1'500'000 | 156'646 | 212'440 CHF | 23'618 CHF | 99.27% | 99.27% |
13.05.2024 | 6.92% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 155'287 | 209'765 CHF | 23'262 CHF | 98.75% | 98.75% |
10.05.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 189'607 CHF | 27'281 CHF | 99.27% | 99.27% |
08.05.2024 | 8.20% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 198'420 | 177'335 CHF | 25'408 CHF | 99.27% | 99.27% |
07.05.2024 | 14.05% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 100'964 CHF | 15'462 CHF | 99.27% | 99.27% |
06.05.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 88'241 CHF | 13'766 CHF | 99.27% | 99.27% |
03.05.2024 | 17.73% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 77'471 CHF | 12'330 CHF | 99.11% | 99.11% |
02.05.2024 | 17.60% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 78'539 CHF | 12'472 CHF | 99.24% | 99.24% |