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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 13.52% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 994'503 | 498'113 | 68'709 CHF | 39'392 CHF | 99.39% | 99.39% |
14.05.2024 | 12.23% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 991'943 | 496'600 | 76'203 CHF | 43'118 CHF | 92.22% | 92.22% |
13.05.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'631 CHF | 44'816 CHF | 100.00% | 100.00% |
10.05.2024 | 12.91% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 999'999 | 500'000 | 72'542 CHF | 41'271 CHF | 99.79% | 99.79% |
08.05.2024 | 11.93% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'991 | 78'860 CHF | 44'429 CHF | 100.00% | 100.00% |
07.05.2024 | 10.98% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 590'236 | 86'213 CHF | 56'740 CHF | 100.00% | 100.00% |
06.05.2024 | 9.28% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 995'836 | 995'928 | 102'468 CHF | 112'436 CHF | 100.00% | 100.00% |
03.05.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 950'000 | 950'000 | 926'327 | 926'210 | 110'177 CHF | 119'456 CHF | 95.80% | 95.80% |
02.05.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 850'000 | 850'000 | 863'465 | 863'499 | 113'789 CHF | 122'429 CHF | 100.00% | 100.00% |
30.04.2024 | 7.72% | 0.14 CHF | 0.15 CHF | 900'000 | 900'000 | 919'012 | 919'019 | 114'630 CHF | 123'821 CHF | 100.00% | 100.00% |