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 | 12.19% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'305 CHF | 43'653 CHF | 98.88% | 98.88% |
15.05.2024 | 10.04% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'836 CHF | 52'418 CHF | 99.17% | 99.17% |
14.05.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'457 CHF | 49'229 CHF | 98.40% | 98.40% |
13.05.2024 | 12.96% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'375 CHF | 41'187 CHF | 95.20% | 95.20% |
10.05.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 CHF | 45'000 CHF | 98.92% | 98.92% |
08.05.2024 | 12.14% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'601 CHF | 43'801 CHF | 98.91% | 98.91% |
07.05.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'998 CHF | 47'999 CHF | 98.89% | 98.89% |
06.05.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'238 CHF | 45'119 CHF | 98.02% | 98.02% |
03.05.2024 | 13.37% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'806 CHF | 39'903 CHF | 98.60% | 98.60% |
02.05.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'170 CHF | 40'085 CHF | 99.06% | 99.06% |