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 | 12.59% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 111'882 CHF | 16'918 CHF | 98.47% | 98.47% |
15.05.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 123'916 CHF | 18'522 CHF | 98.33% | 98.33% |
14.05.2024 | 11.42% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 124'264 CHF | 18'569 CHF | 99.36% | 99.36% |
13.05.2024 | 14.86% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 236'309 | 93'654 CHF | 17'074 CHF | 98.94% | 98.94% |
10.05.2024 | 15.52% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 236'524 | 91'150 CHF | 16'565 CHF | 99.37% | 99.37% |
08.05.2024 | 14.56% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 240'444 | 96'076 CHF | 17'732 CHF | 99.35% | 99.35% |
07.05.2024 | 13.96% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 248'289 | 100'586 CHF | 19'111 CHF | 94.72% | 94.72% |
06.05.2024 | 48.75% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 23'334 CHF | 6'389 CHF | 99.37% | 99.37% |
03.05.2024 | 39.31% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 31'045 CHF | 7'674 CHF | 99.36% | 99.36% |
02.05.2024 | 55.28% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 19'660 CHF | 5'777 CHF | 99.36% | 99.36% |