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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 12.20% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'306 CHF | 43'653 CHF | 96.05% | 96.05% |
17.05.2024 | 12.52% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'186 CHF | 42'593 CHF | 98.44% | 98.44% |
16.05.2024 | 9.18% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 104'422 CHF | 57'211 CHF | 98.89% | 98.89% |
15.05.2024 | 9.65% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'967 CHF | 54'484 CHF | 99.07% | 99.07% |
14.05.2024 | 10.18% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'470 CHF | 51'735 CHF | 98.74% | 98.74% |
13.05.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'080 CHF | 55'540 CHF | 94.92% | 94.92% |
10.05.2024 | 8.91% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'472 CHF | 58'736 CHF | 98.81% | 98.81% |
08.05.2024 | 12.17% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'763 CHF | 43'882 CHF | 98.73% | 98.73% |
07.05.2024 | 11.27% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'490 CHF | 47'745 CHF | 98.14% | 98.14% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'004 CHF | 20'002 CHF | 98.76% | 98.76% |