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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'591 CHF | 29'795 CHF | 97.49% | 97.49% |
23.05.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'167 CHF | 30'083 CHF | 93.74% | 93.74% |
22.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'021 CHF | 30'010 CHF | 98.35% | 98.35% |
21.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 93.11% | 93.11% |
17.05.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'640 CHF | 44'820 CHF | 97.31% | 97.31% |
16.05.2024 | 11.10% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'381 CHF | 47'691 CHF | 98.56% | 98.56% |
15.05.2024 | 10.24% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'076 CHF | 51'538 CHF | 92.81% | 92.81% |
14.05.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'136 CHF | 54'568 CHF | 91.32% | 91.32% |
13.05.2024 | 11.65% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'953 CHF | 45'477 CHF | 85.93% | 85.93% |
10.05.2024 | 12.63% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'477 CHF | 42'239 CHF | 87.21% | 87.21% |