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 | 8.19% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 175'987 CHF | 31'831 CHF | 99.36% | 99.36% |
15.05.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 172'978 CHF | 31'330 CHF | 99.15% | 99.15% |
14.05.2024 | 11.07% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 128'769 CHF | 23'962 CHF | 99.36% | 99.36% |
13.05.2024 | 14.60% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 95'814 CHF | 18'469 CHF | 98.85% | 98.85% |
10.05.2024 | 12.13% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 116'592 CHF | 21'932 CHF | 99.37% | 99.37% |
08.05.2024 | 15.04% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'499'980 | 250'000 | 92'546 CHF | 17'925 CHF | 99.36% | 99.36% |
07.05.2024 | 13.25% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'499'990 | 250'000 | 105'830 CHF | 20'139 CHF | 99.37% | 99.37% |
06.05.2024 | 14.42% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 97'055 CHF | 18'676 CHF | 99.36% | 99.36% |
03.05.2024 | 14.27% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'499'990 | 250'000 | 98'153 CHF | 18'859 CHF | 99.13% | 99.13% |
02.05.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'499'990 | 250'000 | 77'649 CHF | 15'442 CHF | 99.31% | 99.31% |