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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 14.46% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 96'462 CHF | 18'577 CHF | 99.12% | 99.12% |
14.05.2024 | 14.23% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 98'160 CHF | 18'860 CHF | 99.27% | 99.27% |
13.05.2024 | 16.14% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 86'008 CHF | 16'835 CHF | 98.75% | 98.75% |
10.05.2024 | 13.99% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 99'924 CHF | 19'154 CHF | 99.27% | 99.27% |
08.05.2024 | 9.94% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 143'518 CHF | 26'420 CHF | 99.27% | 99.27% |
07.05.2024 | 9.16% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 156'632 CHF | 28'605 CHF | 99.27% | 99.27% |
06.05.2024 | 10.04% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 902'482 | 250'000 | 85'163 CHF | 26'190 CHF | 99.27% | 99.27% |
03.05.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'735 CHF | 27'078 CHF | 99.11% | 99.11% |
02.05.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'295 CHF | 24'932 CHF | 99.24% | 99.24% |
30.04.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 61'222 CHF | 22'907 CHF | 99.14% | 99.14% |