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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 14.30% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 97'952 CHF | 15'060 CHF | 99.27% | 99.27% |
21.05.2024 | 14.96% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 93'070 CHF | 14'409 CHF | 99.17% | 99.17% |
17.05.2024 | 14.91% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 93'482 CHF | 14'464 CHF | 99.05% | 99.05% |
16.05.2024 | 16.31% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 85'015 CHF | 13'335 CHF | 99.27% | 99.27% |
15.05.2024 | 16.31% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 85'055 CHF | 13'341 CHF | 99.12% | 99.12% |
14.05.2024 | 18.82% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 72'627 CHF | 11'684 CHF | 99.27% | 99.27% |
13.05.2024 | 18.38% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 74'276 CHF | 11'903 CHF | 98.75% | 98.75% |
10.05.2024 | 20.49% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 66'413 CHF | 10'855 CHF | 99.27% | 99.27% |
08.05.2024 | 20.95% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 64'741 CHF | 10'632 CHF | 99.27% | 99.27% |
07.05.2024 | 27.53% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 47'454 CHF | 8'327 CHF | 99.27% | 99.27% |