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 | 200'000 | 1'500'000 | 200'000 | 101'641 CHF | 15'552 CHF | 99.27% | 99.27% |
15.05.2024 | 11.34% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 125'331 CHF | 18'711 CHF | 99.08% | 99.08% |
14.05.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 135'553 CHF | 20'074 CHF | 99.27% | 99.27% |
13.05.2024 | 11.14% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 127'911 CHF | 19'055 CHF | 98.81% | 98.81% |
10.05.2024 | 10.13% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 140'872 CHF | 20'783 CHF | 99.27% | 99.27% |
08.05.2024 | 10.40% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 141'720 CHF | 20'896 CHF | 99.27% | 99.27% |
07.05.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 195'574 CHF | 28'077 CHF | 99.27% | 99.27% |
06.05.2024 | 9.21% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 156'948 CHF | 22'926 CHF | 99.27% | 99.27% |
03.05.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 129'017 CHF | 19'202 CHF | 99.15% | 99.15% |
02.05.2024 | 11.00% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 129'307 CHF | 19'241 CHF | 99.19% | 99.19% |