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 | 14.79% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'935 CHF | 36'467 CHF | 98.70% | 98.70% |
15.05.2024 | 11.52% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'838 CHF | 46'419 CHF | 99.08% | 99.08% |
14.05.2024 | 14.62% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'170 CHF | 37'085 CHF | 98.82% | 98.82% |
13.05.2024 | 17.43% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'983 CHF | 31'492 CHF | 98.59% | 98.59% |
10.05.2024 | 14.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'303 CHF | 38'152 CHF | 97.74% | 97.74% |
08.05.2024 | 11.57% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'518 CHF | 46'259 CHF | 98.91% | 98.91% |
07.05.2024 | 8.07% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'788 CHF | 64'894 CHF | 99.41% | 99.41% |
06.05.2024 | 7.54% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'074 CHF | 69'037 CHF | 98.91% | 98.91% |
03.05.2024 | 8.17% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'856 CHF | 63'928 CHF | 98.15% | 98.15% |
02.05.2024 | 7.22% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 134'684 CHF | 72'342 CHF | 99.08% | 99.08% |