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 | 15.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'310 CHF | 34'655 CHF | 98.87% | 98.87% |
15.05.2024 | 12.46% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'536 CHF | 42'768 CHF | 99.17% | 99.17% |
14.05.2024 | 13.64% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'506 CHF | 39'253 CHF | 98.71% | 98.71% |
13.05.2024 | 17.32% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'075 CHF | 31'537 CHF | 95.17% | 95.17% |
10.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 98.89% | 98.89% |
08.05.2024 | 15.23% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'920 CHF | 35'460 CHF | 98.90% | 98.90% |
07.05.2024 | 13.92% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'128 CHF | 38'564 CHF | 98.86% | 98.86% |
06.05.2024 | 14.91% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'434 CHF | 36'217 CHF | 99.07% | 99.07% |
03.05.2024 | 18.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'617 CHF | 30'308 CHF | 98.59% | 98.59% |
02.05.2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'156 CHF | 31'078 CHF | 99.07% | 99.07% |