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 | 11.34% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'437 CHF | 46'718 CHF | 96.65% | 96.65% |
15.05.2024 | 9.63% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 472'813 | 99'087 CHF | 51'447 CHF | 98.72% | 98.72% |
14.05.2024 | 9.46% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 448'770 | 101'520 CHF | 49'685 CHF | 98.45% | 98.45% |
13.05.2024 | 13.07% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'710 CHF | 40'855 CHF | 94.69% | 94.69% |
10.05.2024 | 14.02% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'656 CHF | 38'328 CHF | 98.29% | 98.29% |
08.05.2024 | 14.84% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'635 CHF | 36'317 CHF | 96.61% | 96.61% |
07.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'036 CHF | 40'018 CHF | 97.57% | 97.57% |
06.05.2024 | 13.69% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'285 CHF | 39'143 CHF | 99.18% | 99.18% |
03.05.2024 | 15.45% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'837 CHF | 34'919 CHF | 98.71% | 98.71% |
02.05.2024 | 15.63% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'138 CHF | 34'569 CHF | 99.14% | 99.14% |