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 | 19.72% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 70'314 CHF | 11'375 CHF | 99.27% | 99.27% |
15.05.2024 | 14.76% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 95'184 CHF | 14'691 CHF | 99.08% | 99.08% |
14.05.2024 | 11.84% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 119'522 CHF | 17'936 CHF | 99.27% | 99.27% |
13.05.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 194'691 | 105'871 CHF | 15'635 CHF | 98.81% | 98.81% |
10.05.2024 | 11.84% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 119'751 CHF | 17'967 CHF | 99.27% | 99.27% |
08.05.2024 | 13.35% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 192'467 | 119'079 CHF | 16'720 CHF | 99.27% | 99.27% |
07.05.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 219'406 CHF | 23'441 CHF | 99.27% | 99.27% |
06.05.2024 | 9.72% | 0.14 CHF | 0.15 CHF | 1'500'000 | 150'000 | 1'500'000 | 192'379 | 150'529 CHF | 20'956 CHF | 99.27% | 99.27% |
03.05.2024 | 12.48% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 113'005 CHF | 17'067 CHF | 99.15% | 99.15% |
02.05.2024 | 13.00% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 108'545 CHF | 16'473 CHF | 99.19% | 99.19% |