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 | 4.31% | 0.21 CHF | 0.22 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 340'907 CHF | 47'454 CHF | 99.36% | 99.36% |
15.05.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 320'478 CHF | 44'730 CHF | 99.14% | 99.14% |
14.05.2024 | 6.53% | 0.18 CHF | 0.19 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 224'014 CHF | 31'869 CHF | 99.35% | 99.35% |
13.05.2024 | 9.78% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 204'043 | 146'809 CHF | 21'974 CHF | 98.85% | 98.85% |
10.05.2024 | 7.59% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 210'395 | 191'493 CHF | 28'784 CHF | 99.36% | 99.36% |
08.05.2024 | 10.34% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 138'095 CHF | 25'516 CHF | 99.37% | 99.37% |
07.05.2024 | 8.98% | 0.11 CHF | 0.12 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 160'105 CHF | 29'184 CHF | 99.37% | 99.37% |
06.05.2024 | 10.14% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 141'215 CHF | 26'036 CHF | 99.36% | 99.36% |
03.05.2024 | 9.62% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 148'999 CHF | 27'333 CHF | 99.13% | 99.13% |
02.05.2024 | 13.09% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 107'921 CHF | 20'487 CHF | 99.34% | 99.34% |