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 | 10.02% | 0.09 CHF | 0.10 CHF | 1'000'000 | 678'976 | 992'914 | 677'577 | 94'447 CHF | 71'210 CHF | 99.57% | 99.57% |
15.05.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1'000'000 | 678'976 | 1'000'000 | 678'976 | 99'094 CHF | 74'073 CHF | 99.52% | 99.52% |
14.05.2024 | 8.93% | 0.10 CHF | 0.11 CHF | 1'000'000 | 678'976 | 999'971 | 648'539 | 107'266 CHF | 76'070 CHF | 99.58% | 99.58% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 100'000 CHF | 68'527 CHF | 99.56% | 99.56% |
10.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 100'000 CHF | 68'527 CHF | 99.53% | 99.53% |
08.05.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 89'380 CHF | 61'911 CHF | 99.55% | 99.55% |
07.05.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 87'797 CHF | 60'925 CHF | 99.51% | 99.51% |
06.05.2024 | 10.98% | 0.09 CHF | 0.10 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 86'105 CHF | 59'871 CHF | 99.57% | 99.57% |
03.05.2024 | 11.10% | 0.09 CHF | 0.10 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 85'155 CHF | 59'279 CHF | 99.57% | 99.57% |
02.05.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 89'531 CHF | 62'005 CHF | 99.44% | 99.44% |