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 | 10.85% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 131'096 CHF | 14'610 CHF | 99.27% | 99.27% |
15.05.2024 | 11.21% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 126'702 CHF | 14'170 CHF | 99.08% | 99.08% |
14.05.2024 | 12.07% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 117'519 CHF | 13'252 CHF | 99.27% | 99.27% |
13.05.2024 | 11.43% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 124'040 CHF | 13'904 CHF | 98.81% | 98.81% |
10.05.2024 | 10.96% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 129'708 CHF | 14'471 CHF | 99.27% | 99.27% |
08.05.2024 | 13.78% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 103'451 CHF | 11'845 CHF | 99.27% | 99.27% |
07.05.2024 | 13.40% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 104'541 CHF | 11'954 CHF | 99.27% | 99.27% |
06.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 90'000 CHF | 10'500 CHF | 99.27% | 99.27% |
03.05.2024 | 16.51% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 83'984 CHF | 9'898 CHF | 99.16% | 99.16% |
02.05.2024 | 18.66% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 73'223 CHF | 8'822 CHF | 99.19% | 99.19% |