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 | 12.59% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'434 CHF | 42'217 CHF | 100.00% | 100.00% |
15.05.2024 | 11.18% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 972'166 | 489'200 | 82'134 CHF | 46'224 CHF | 100.00% | 100.00% |
14.05.2024 | 9.91% | 0.09 CHF | 0.10 CHF | 925'000 | 475'000 | 887'791 | 715'790 | 85'271 CHF | 76'901 CHF | 92.20% | 92.20% |
13.05.2024 | 10.21% | 0.10 CHF | 0.11 CHF | 900'000 | 450'000 | 893'217 | 571'587 | 83'145 CHF | 59'610 CHF | 100.00% | 100.00% |
10.05.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 900'000 | 450'000 | 871'103 | 618'951 | 82'123 CHF | 65'383 CHF | 100.00% | 100.00% |
08.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 750'000 | 750'000 | 749'317 | 749'317 | 82'425 CHF | 89'918 CHF | 100.00% | 100.00% |
07.05.2024 | 7.64% | 0.12 CHF | 0.13 CHF | 700'000 | 700'000 | 673'694 | 673'693 | 84'855 CHF | 91'591 CHF | 100.00% | 100.00% |
06.05.2024 | 6.60% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 597'411 | 597'410 | 87'579 CHF | 93'553 CHF | 100.00% | 100.00% |
03.05.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 550'000 | 550'000 | 554'862 | 554'862 | 90'349 CHF | 95'898 CHF | 97.86% | 97.86% |
02.05.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 525'000 | 525'000 | 543'603 | 543'603 | 92'977 CHF | 98'413 CHF | 100.00% | 100.00% |