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 | 14.90% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 93'167 CHF | 3'606 CHF | 99.27% | 99.27% |
15.05.2024 | 15.52% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 89'175 CHF | 3'473 CHF | 99.12% | 99.12% |
14.05.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 90'142 CHF | 3'505 CHF | 99.27% | 99.27% |
13.05.2024 | 15.29% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 90'707 CHF | 3'524 CHF | 98.75% | 98.75% |
10.05.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 90'612 CHF | 3'520 CHF | 99.27% | 99.27% |
08.05.2024 | 15.02% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 92'401 CHF | 3'580 CHF | 99.27% | 99.27% |
07.05.2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 102'968 CHF | 3'932 CHF | 99.27% | 99.27% |
06.05.2024 | 15.01% | 0.06 CHF | 0.07 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 92'479 CHF | 3'583 CHF | 98.85% | 99.05% |
03.05.2024 | 13.82% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 101'079 CHF | 3'869 CHF | 99.10% | 99.10% |
02.05.2024 | 13.20% | 0.07 CHF | 0.08 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 106'319 CHF | 4'044 CHF | 99.23% | 99.23% |