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 | 13.15% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 106'544 CHF | 4'051 CHF | 99.27% | 99.27% |
15.05.2024 | 13.86% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 100'756 CHF | 3'859 CHF | 99.12% | 99.12% |
14.05.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 100'624 CHF | 3'854 CHF | 99.27% | 99.27% |
13.05.2024 | 13.83% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 101'071 CHF | 3'869 CHF | 98.74% | 98.74% |
10.05.2024 | 14.00% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 99'686 CHF | 3'823 CHF | 99.27% | 99.27% |
08.05.2024 | 13.90% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 100'414 CHF | 3'847 CHF | 99.27% | 99.27% |
07.05.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 107'405 CHF | 4'080 CHF | 99.27% | 99.27% |
06.05.2024 | 14.50% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 95'985 CHF | 3'700 CHF | 99.27% | 99.27% |
03.05.2024 | 13.56% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'499'980 | 50'000 | 103'178 CHF | 3'939 CHF | 99.09% | 99.09% |
02.05.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 107'421 CHF | 4'081 CHF | 99.22% | 99.22% |