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 | 9.79% | 0.09 CHF | 0.10 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 146'114 CHF | 10'741 CHF | 99.36% | 99.36% |
15.05.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 154'576 CHF | 11'305 CHF | 99.15% | 99.15% |
14.05.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 163'932 CHF | 11'929 CHF | 99.35% | 99.35% |
13.05.2024 | 9.72% | 0.10 CHF | 0.11 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 147'017 CHF | 10'801 CHF | 98.85% | 98.85% |
10.05.2024 | 10.41% | 0.09 CHF | 0.10 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 136'729 CHF | 10'115 CHF | 99.37% | 99.37% |
08.05.2024 | 12.47% | 0.09 CHF | 0.10 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 113'082 CHF | 8'539 CHF | 99.37% | 99.37% |
07.05.2024 | 14.95% | 0.07 CHF | 0.08 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 93'303 CHF | 7'220 CHF | 99.37% | 99.37% |
06.05.2024 | 13.81% | 0.07 CHF | 0.08 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 101'587 CHF | 7'772 CHF | 99.37% | 99.37% |
03.05.2024 | 15.12% | 0.06 CHF | 0.07 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 92'473 CHF | 7'165 CHF | 99.14% | 99.14% |
02.05.2024 | 18.45% | 0.05 CHF | 0.06 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 74'145 CHF | 5'943 CHF | 99.33% | 99.33% |