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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 10.42% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 91'088 CHF | 40'435 CHF | 99.01% | 99.01% |
10.05.2024 | 10.64% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 89'044 CHF | 39'617 CHF | 99.23% | 99.23% |
08.05.2024 | 11.54% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 81'801 CHF | 36'721 CHF | 99.41% | 99.41% |
07.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 90'000 CHF | 40'000 CHF | 99.35% | 99.35% |
06.05.2024 | 9.66% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 999'225 | 399'225 | 98'627 CHF | 43'392 CHF | 99.16% | 99.16% |
03.05.2024 | 9.05% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 972'785 | 372'785 | 103'095 CHF | 43'170 CHF | 99.24% | 99.24% |
02.05.2024 | 7.68% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 917'304 | 317'304 | 114'979 CHF | 42'779 CHF | 98.83% | 98.83% |
30.04.2024 | 12.13% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 417'639 | 77'656 CHF | 36'473 CHF | 99.35% | 99.35% |
29.04.2024 | 12.41% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 75'875 CHF | 34'350 CHF | 99.36% | 99.36% |
26.04.2024 | 11.19% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 84'648 CHF | 37'859 CHF | 99.35% | 99.35% |