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 | 9.27% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 677'333 | 677'333 | 72'274 CHF | 79'091 CHF | 100.00% | 100.00% |
15.05.2024 | 10.77% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 729'045 | 729'045 | 68'507 CHF | 75'868 CHF | 100.00% | 100.00% |
14.05.2024 | 8.67% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 659'848 | 659'848 | 74'295 CHF | 80'922 CHF | 99.98% | 99.98% |
13.05.2024 | 7.59% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 631'862 | 631'862 | 81'291 CHF | 87'638 CHF | 99.86% | 99.86% |
10.05.2024 | 8.26% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 646'863 | 646'863 | 79'319 CHF | 85'817 CHF | 100.00% | 100.00% |
08.05.2024 | 8.68% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 735'748 | 735'748 | 85'715 CHF | 93'110 CHF | 96.52% | 96.52% |
07.05.2024 | 11.07% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 708'947 | 708'947 | 63'616 CHF | 70'742 CHF | 97.41% | 97.41% |
06.05.2024 | 11.37% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 726'158 | 726'158 | 61'441 CHF | 68'731 CHF | 98.41% | 98.41% |
03.05.2024 | 9.86% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 721'021 | 721'021 | 71'252 CHF | 78'494 CHF | 99.96% | 99.96% |
02.05.2024 | 10.29% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 711'270 | 711'270 | 69'338 CHF | 76'481 CHF | 99.99% | 99.99% |