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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 13.94% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'035 CHF | 38'517 CHF | 95.07% | 95.07% |
17.05.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'169 CHF | 35'085 CHF | 98.45% | 98.45% |
16.05.2024 | 17.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'010 CHF | 30'505 CHF | 97.17% | 97.17% |
15.05.2024 | 14.72% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'265 CHF | 36'632 CHF | 99.05% | 99.05% |
14.05.2024 | 14.26% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'479 CHF | 37'739 CHF | 97.37% | 97.37% |
13.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 92.81% | 92.81% |
10.05.2024 | 14.98% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'956 CHF | 35'978 CHF | 98.69% | 98.69% |
08.05.2024 | 10.71% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'540 CHF | 49'270 CHF | 96.39% | 96.39% |
07.05.2024 | 9.93% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'970 CHF | 52'985 CHF | 96.94% | 96.94% |
06.05.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'099 | 110'144 CHF | 59'719 CHF | 90.39% | 90.39% |