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 | 13.31% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 105'244 CHF | 20'041 CHF | 99.27% | 99.27% |
15.05.2024 | 15.11% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 91'984 CHF | 17'831 CHF | 99.08% | 99.08% |
14.05.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 86'717 CHF | 16'953 CHF | 99.27% | 99.27% |
13.05.2024 | 17.22% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 80'168 CHF | 15'861 CHF | 98.81% | 98.81% |
10.05.2024 | 17.68% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 77'691 CHF | 15'448 CHF | 99.27% | 99.27% |
08.05.2024 | 19.36% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 70'626 CHF | 14'271 CHF | 99.27% | 99.27% |
07.05.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 60'091 CHF | 12'515 CHF | 99.27% | 99.27% |
06.05.2024 | 19.94% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 68'468 CHF | 13'911 CHF | 99.27% | 99.27% |
03.05.2024 | 27.42% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 49'089 CHF | 10'682 CHF | 99.16% | 99.16% |
02.05.2024 | 30.98% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 41'839 CHF | 9'473 CHF | 99.19% | 99.19% |