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 | 16.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'584 CHF | 33'292 CHF | 98.53% | 98.53% |
15.05.2024 | 15.53% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'589 CHF | 34'795 CHF | 92.97% | 92.97% |
14.05.2024 | 15.34% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'230 CHF | 35'115 CHF | 91.59% | 91.59% |
13.05.2024 | 18.15% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'131 CHF | 30'066 CHF | 85.91% | 85.91% |
10.05.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'863 CHF | 29'932 CHF | 87.02% | 87.02% |
08.05.2024 | 20.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'244 CHF | 27'622 CHF | 97.75% | 97.75% |
07.05.2024 | 13.57% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'845 CHF | 39'422 CHF | 86.92% | 86.92% |
06.05.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'093 CHF | 40'047 CHF | 85.89% | 85.89% |
03.05.2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'698 CHF | 39'849 CHF | 92.01% | 92.01% |
02.05.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'150 CHF | 40'075 CHF | 92.03% | 92.03% |