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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 12.81% | 0.08 CHF | 0.09 CHF | 900'000 | 467'350 | 900'000 | 467'350 | 65'859 CHF | 38'873 CHF | 100.00% | 100.00% |
14.05.2024 | 12.26% | 0.08 CHF | 0.09 CHF | 900'000 | 467'350 | 900'000 | 467'350 | 68'922 CHF | 40'463 CHF | 100.00% | 100.00% |
13.05.2024 | 12.21% | 0.08 CHF | 0.09 CHF | 900'000 | 467'350 | 900'000 | 467'350 | 69'225 CHF | 40'621 CHF | 100.00% | 100.00% |
10.05.2024 | 12.64% | 0.08 CHF | 0.09 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 74'194 CHF | 39'348 CHF | 100.00% | 100.00% |
08.05.2024 | 14.61% | 0.07 CHF | 0.08 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 63'525 CHF | 34'362 CHF | 100.00% | 100.00% |
07.05.2024 | 17.30% | 0.06 CHF | 0.07 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 52'842 CHF | 29'369 CHF | 100.00% | 100.00% |
06.05.2024 | 15.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 58'094 CHF | 31'824 CHF | 100.00% | 100.00% |
03.05.2024 | 16.26% | 0.06 CHF | 0.07 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 56'529 CHF | 31'092 CHF | 100.00% | 100.00% |
02.05.2024 | 16.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 54'884 CHF | 30'324 CHF | 100.00% | 100.00% |
30.04.2024 | 15.19% | 0.06 CHF | 0.07 CHF | 1'000'000 | 467'350 | 1'000'000 | 467'350 | 60'856 CHF | 33'114 CHF | 100.00% | 100.00% |