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 | 17.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 53'408 CHF | 15'852 CHF | 98.50% | 98.50% |
15.05.2024 | 17.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 52'919 CHF | 15'730 CHF | 98.32% | 98.32% |
14.05.2024 | 15.12% | 0.06 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 61'603 CHF | 17'901 CHF | 99.36% | 99.36% |
13.05.2024 | 17.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 53'506 CHF | 15'877 CHF | 98.93% | 98.93% |
10.05.2024 | 13.53% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 69'046 CHF | 19'762 CHF | 99.36% | 99.36% |
08.05.2024 | 14.21% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 65'732 CHF | 18'933 CHF | 99.36% | 99.36% |
07.05.2024 | 17.28% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 53'411 CHF | 15'853 CHF | 94.67% | 94.67% |
06.05.2024 | 16.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 57'744 CHF | 16'936 CHF | 99.37% | 99.37% |
03.05.2024 | 17.21% | 0.06 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 53'469 CHF | 15'867 CHF | 99.36% | 99.36% |
02.05.2024 | 18.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 49'439 CHF | 14'860 CHF | 99.36% | 99.36% |