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 | 10.17% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 140'511 CHF | 25'919 CHF | 99.27% | 99.27% |
15.05.2024 | 13.14% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 106'844 CHF | 20'307 CHF | 99.08% | 99.08% |
14.05.2024 | 15.34% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 91'500 CHF | 17'750 CHF | 99.27% | 99.27% |
13.05.2024 | 16.35% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 84'797 CHF | 16'633 CHF | 98.81% | 98.81% |
10.05.2024 | 17.81% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 77'021 CHF | 15'337 CHF | 99.27% | 99.27% |
08.05.2024 | 20.37% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 66'957 CHF | 13'659 CHF | 99.27% | 99.27% |
07.05.2024 | 22.70% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 58'875 CHF | 12'312 CHF | 99.27% | 99.27% |
06.05.2024 | 22.90% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 58'603 CHF | 12'267 CHF | 99.27% | 99.27% |
03.05.2024 | 29.31% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 44'518 CHF | 9'920 CHF | 99.15% | 99.15% |
02.05.2024 | 29.74% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 43'472 CHF | 9'745 CHF | 99.19% | 99.19% |