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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 15.30% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 90'633 CHF | 10'563 CHF | 99.17% | 99.17% |
17.05.2024 | 12.69% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 111'572 CHF | 12'657 CHF | 99.05% | 99.05% |
16.05.2024 | 10.66% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 133'594 CHF | 14'859 CHF | 99.27% | 99.27% |
15.05.2024 | 11.03% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 128'706 CHF | 14'371 CHF | 98.64% | 98.64% |
14.05.2024 | 14.67% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 95'079 CHF | 11'008 CHF | 99.27% | 99.27% |
13.05.2024 | 12.82% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 109'696 CHF | 12'470 CHF | 98.75% | 98.75% |
10.05.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 133'561 CHF | 14'856 CHF | 96.03% | 96.03% |
08.05.2024 | 14.94% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 93'013 CHF | 10'801 CHF | 99.27% | 99.27% |
07.05.2024 | 15.85% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 87'368 CHF | 10'237 CHF | 99.27% | 99.27% |
06.05.2024 | 15.53% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 89'243 CHF | 10'424 CHF | 99.27% | 99.27% |