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 | 12.74% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 110'339 CHF | 12'534 CHF | 99.27% | 99.27% |
15.05.2024 | 13.73% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 101'977 CHF | 11'698 CHF | 99.08% | 99.08% |
14.05.2024 | 16.30% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 86'004 CHF | 10'100 CHF | 99.27% | 99.27% |
13.05.2024 | 14.51% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 96'681 CHF | 11'168 CHF | 98.81% | 98.81% |
10.05.2024 | 14.16% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 98'497 CHF | 11'350 CHF | 99.27% | 99.27% |
08.05.2024 | 20.82% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 67'391 CHF | 8'239 CHF | 99.27% | 99.27% |
07.05.2024 | 21.15% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 63'567 CHF | 7'857 CHF | 99.27% | 99.27% |
06.05.2024 | 26.84% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 48'915 CHF | 6'391 CHF | 99.27% | 99.27% |
03.05.2024 | 30.53% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 41'808 CHF | 5'681 CHF | 99.15% | 99.15% |
02.05.2024 | 42.75% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 27'799 CHF | 4'280 CHF | 99.19% | 99.19% |