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 | 16.48% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 84'583 CHF | 9'958 CHF | 99.36% | 99.36% |
15.05.2024 | 19.36% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 70'708 CHF | 8'571 CHF | 99.12% | 99.12% |
14.05.2024 | 15.90% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 87'835 CHF | 10'284 CHF | 99.36% | 99.36% |
13.05.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 122'231 CHF | 13'723 CHF | 98.90% | 98.90% |
10.05.2024 | 14.58% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 96'717 CHF | 11'172 CHF | 99.36% | 99.36% |
08.05.2024 | 14.44% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 97'081 CHF | 11'208 CHF | 99.36% | 99.36% |
07.05.2024 | 13.88% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 101'013 CHF | 11'601 CHF | 99.37% | 99.37% |
06.05.2024 | 17.01% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 81'283 CHF | 9'628 CHF | 99.36% | 99.36% |
03.05.2024 | 18.26% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 75'170 CHF | 9'017 CHF | 99.17% | 99.17% |
02.05.2024 | 17.00% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 81'678 CHF | 9'668 CHF | 98.76% | 98.76% |