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 | 10.07% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 95'719 CHF | 15'858 CHF | 99.36% | 99.36% |
15.05.2024 | 11.53% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 82'338 CHF | 13'851 CHF | 99.11% | 99.11% |
14.05.2024 | 9.14% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 105'226 CHF | 17'284 CHF | 99.36% | 99.36% |
13.05.2024 | 6.72% | 0.13 CHF | 0.14 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 145'244 CHF | 23'287 CHF | 98.90% | 98.90% |
10.05.2024 | 8.91% | 0.14 CHF | 0.15 CHF | 1'000'000 | 150'000 | 999'884 | 150'000 | 108'373 CHF | 17'758 CHF | 99.35% | 99.35% |
08.05.2024 | 8.97% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 999'888 | 150'000 | 107'067 CHF | 17'562 CHF | 99.36% | 99.36% |
07.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 110'105 CHF | 18'016 CHF | 99.37% | 99.37% |
06.05.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 999'999 | 150'000 | 88'976 CHF | 14'846 CHF | 99.36% | 99.36% |
03.05.2024 | 11.72% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 999'990 | 150'000 | 81'061 CHF | 13'659 CHF | 99.18% | 99.18% |
02.05.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 999'988 | 150'000 | 79'079 CHF | 13'362 CHF | 98.75% | 98.75% |