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 | 12.42% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 113'712 CHF | 17'162 CHF | 99.27% | 99.27% |
15.05.2024 | 12.34% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 114'499 CHF | 17'267 CHF | 99.12% | 99.12% |
14.05.2024 | 13.94% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 100'528 CHF | 15'404 CHF | 99.27% | 99.27% |
13.05.2024 | 13.98% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 100'306 CHF | 15'374 CHF | 98.75% | 98.75% |
10.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 90'000 CHF | 14'000 CHF | 99.27% | 99.27% |
08.05.2024 | 15.55% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 89'159 CHF | 13'888 CHF | 99.27% | 99.27% |
07.05.2024 | 19.80% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 68'975 CHF | 11'197 CHF | 99.27% | 99.27% |
06.05.2024 | 19.86% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 68'764 CHF | 11'169 CHF | 99.27% | 99.27% |
03.05.2024 | 21.60% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 62'302 CHF | 10'307 CHF | 99.11% | 99.11% |
02.05.2024 | 21.51% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 62'627 CHF | 10'350 CHF | 99.24% | 99.24% |