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 | 13.85% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 100'845 CHF | 11'585 CHF | 99.27% | 99.27% |
15.05.2024 | 14.30% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 97'419 CHF | 11'242 CHF | 99.08% | 99.08% |
14.05.2024 | 15.66% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 88'885 CHF | 10'389 CHF | 99.27% | 99.27% |
13.05.2024 | 14.96% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 93'117 CHF | 10'812 CHF | 98.81% | 98.81% |
10.05.2024 | 14.82% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 93'781 CHF | 10'878 CHF | 99.27% | 99.27% |
08.05.2024 | 18.40% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 75'263 CHF | 9'026 CHF | 99.27% | 99.27% |
07.05.2024 | 19.79% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 68'400 CHF | 8'340 CHF | 99.27% | 99.27% |
06.05.2024 | 22.65% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 58'933 CHF | 7'393 CHF | 99.27% | 99.27% |
03.05.2024 | 26.66% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 48'934 CHF | 6'393 CHF | 99.15% | 99.15% |
02.05.2024 | 32.12% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 39'286 CHF | 5'429 CHF | 99.19% | 99.19% |