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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 11.80% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 119'647 CHF | 17'953 CHF | 98.75% | 98.75% |
10.05.2024 | 12.93% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 108'819 CHF | 16'509 CHF | 99.27% | 99.27% |
08.05.2024 | 16.19% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 87'150 CHF | 13'620 CHF | 99.27% | 99.27% |
07.05.2024 | 19.24% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 71'074 CHF | 11'477 CHF | 99.27% | 99.27% |
06.05.2024 | 21.25% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 63'623 CHF | 10'483 CHF | 99.27% | 99.27% |
03.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 75'000 CHF | 12'000 CHF | 99.11% | 99.11% |
02.05.2024 | 21.57% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 62'411 CHF | 10'322 CHF | 99.24% | 99.24% |
30.04.2024 | 20.55% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 66'199 CHF | 10'827 CHF | 99.13% | 99.13% |
29.04.2024 | 18.58% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 73'507 CHF | 11'801 CHF | 99.06% | 99.06% |
26.04.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 75'000 CHF | 12'000 CHF | 99.26% | 99.26% |