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 | 12.00% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 117'983 CHF | 13'298 CHF | 99.27% | 99.27% |
15.05.2024 | 12.95% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 108'584 CHF | 12'358 CHF | 99.12% | 99.12% |
14.05.2024 | 16.19% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 85'648 CHF | 10'065 CHF | 99.27% | 99.27% |
13.05.2024 | 17.61% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 77'866 CHF | 9'287 CHF | 98.75% | 98.75% |
10.05.2024 | 18.22% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 75'463 CHF | 9'046 CHF | 99.27% | 99.27% |
08.05.2024 | 13.87% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 101'815 CHF | 11'682 CHF | 99.27% | 99.27% |
07.05.2024 | 16.96% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 81'720 CHF | 9'672 CHF | 99.27% | 99.27% |
06.05.2024 | 15.35% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 91'286 CHF | 10'629 CHF | 99.27% | 99.27% |
03.05.2024 | 15.08% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 92'283 CHF | 10'728 CHF | 99.10% | 99.10% |
02.05.2024 | 15.03% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 93'251 CHF | 10'825 CHF | 99.24% | 99.24% |