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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 14.02% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 99'507 CHF | 22'901 CHF | 99.08% | 99.08% |
14.05.2024 | 14.69% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 94'665 CHF | 21'933 CHF | 99.27% | 99.27% |
13.05.2024 | 13.86% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 100'883 CHF | 23'177 CHF | 98.81% | 98.81% |
10.05.2024 | 14.94% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 92'959 CHF | 21'592 CHF | 99.27% | 99.27% |
08.05.2024 | 16.50% | 0.06 CHF | 0.07 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 83'492 CHF | 19'698 CHF | 99.27% | 99.27% |
07.05.2024 | 16.35% | 0.07 CHF | 0.08 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 85'457 CHF | 20'092 CHF | 99.27% | 99.27% |
06.05.2024 | 19.54% | 0.05 CHF | 0.06 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 69'279 CHF | 16'856 CHF | 99.27% | 99.27% |
03.05.2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 73'221 CHF | 17'644 CHF | 99.14% | 99.14% |
02.05.2024 | 21.19% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 63'400 CHF | 15'680 CHF | 99.19% | 99.19% |
30.04.2024 | 25.04% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 52'450 CHF | 13'490 CHF | 99.27% | 99.27% |