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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 15.71% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 88'237 CHF | 10'324 CHF | 99.15% | 99.15% |
16.05.2024 | 14.56% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 95'660 CHF | 11'066 CHF | 99.37% | 99.37% |
15.05.2024 | 14.17% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 98'401 CHF | 11'340 CHF | 99.15% | 99.15% |
14.05.2024 | 13.78% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'499'910 | 150'000 | 101'536 CHF | 11'654 CHF | 99.36% | 99.36% |
13.05.2024 | 14.33% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 97'274 CHF | 11'227 CHF | 98.85% | 98.85% |
10.05.2024 | 15.14% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'499'920 | 150'000 | 91'597 CHF | 10'660 CHF | 99.37% | 99.37% |
08.05.2024 | 16.97% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 81'017 CHF | 9'602 CHF | 99.36% | 99.36% |
07.05.2024 | 19.14% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 71'142 CHF | 8'614 CHF | 99.38% | 99.38% |
06.05.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 75'020 CHF | 9'002 CHF | 99.36% | 99.36% |
03.05.2024 | 19.53% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 69'568 CHF | 8'457 CHF | 99.14% | 99.14% |