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 | 18.12% | 0.05 CHF | 0.06 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 75'308 CHF | 18'062 CHF | 99.37% | 99.37% |
15.05.2024 | 15.78% | 0.05 CHF | 0.06 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 88'555 CHF | 20'711 CHF | 99.15% | 99.15% |
14.05.2024 | 15.25% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 90'957 CHF | 21'191 CHF | 99.35% | 99.35% |
13.05.2024 | 15.40% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 996'342 | 300'000 | 61'473 CHF | 21'238 CHF | 98.85% | 98.85% |
10.05.2024 | 21.84% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 36'862 CHF | 15'287 CHF | 99.37% | 99.37% |
08.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 36'000 CHF | 15'000 CHF | 99.38% | 99.38% |
07.05.2024 | 18.71% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 43'815 CHF | 17'605 CHF | 98.13% | 98.13% |
06.05.2024 | 17.79% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 46'255 CHF | 18'418 CHF | 99.36% | 99.36% |
03.05.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 45'093 CHF | 18'031 CHF | 99.13% | 99.13% |
02.05.2024 | 16.71% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 49'730 CHF | 19'577 CHF | 99.33% | 99.33% |