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 | 13.27% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 999'979 | 500'000 | 70'533 CHF | 40'267 CHF | 99.83% | 99.83% |
15.05.2024 | 15.27% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'510 CHF | 35'255 CHF | 100.00% | 100.00% |
14.05.2024 | 15.78% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'466 CHF | 34'233 CHF | 99.72% | 99.72% |
13.05.2024 | 13.93% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'939 CHF | 38'470 CHF | 100.00% | 100.00% |
10.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'045 CHF | 40'023 CHF | 100.00% | 100.00% |
08.05.2024 | 13.77% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'707 CHF | 38'854 CHF | 100.00% | 100.00% |
07.05.2024 | 14.80% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'670 CHF | 36'335 CHF | 99.55% | 99.55% |
06.05.2024 | 16.40% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'067 CHF | 33'034 CHF | 99.77% | 99.77% |
03.05.2024 | 17.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'804 CHF | 31'402 CHF | 100.00% | 100.00% |
02.05.2024 | 16.51% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'719 | 55'619 CHF | 32'450 CHF | 100.00% | 100.00% |