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 | 10.84% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'538 | 87'480 CHF | 24'324 CHF | 98.48% | 98.48% |
15.05.2024 | 11.45% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 248'777 | 82'734 CHF | 23'049 CHF | 98.33% | 98.33% |
14.05.2024 | 10.82% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 247'947 | 88'259 CHF | 24'339 CHF | 99.37% | 99.37% |
13.05.2024 | 14.07% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 66'395 CHF | 19'099 CHF | 98.93% | 98.93% |
10.05.2024 | 14.11% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 66'214 CHF | 19'054 CHF | 99.37% | 99.37% |
08.05.2024 | 17.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 52'734 CHF | 15'684 CHF | 99.35% | 99.35% |
07.05.2024 | 18.92% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 48'313 CHF | 14'578 CHF | 94.73% | 94.73% |
06.05.2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 49'702 CHF | 14'926 CHF | 99.36% | 99.36% |
03.05.2024 | 19.52% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 46'803 CHF | 14'201 CHF | 99.36% | 99.36% |
02.05.2024 | 24.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'262 CHF | 11'566 CHF | 99.36% | 99.36% |