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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 18.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'111 CHF | 29'055 CHF | 99.72% | 99.72% |
14.05.2024 | 16.14% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'288 CHF | 33'644 CHF | 99.17% | 99.17% |
13.05.2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'429 CHF | 31'215 CHF | 99.02% | 99.02% |
10.05.2024 | 14.74% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'167 CHF | 36'583 CHF | 97.98% | 97.98% |
08.05.2024 | 13.48% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'294 CHF | 39'647 CHF | 99.56% | 99.56% |
07.05.2024 | 14.85% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'585 CHF | 36'292 CHF | 99.66% | 99.66% |
06.05.2024 | 15.05% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'634 CHF | 35'817 CHF | 99.58% | 99.58% |
03.05.2024 | 14.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'930 CHF | 37'965 CHF | 99.61% | 99.61% |
02.05.2024 | 15.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'981 CHF | 33'990 CHF | 99.13% | 99.13% |
30.04.2024 | 14.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'998 CHF | 37'499 CHF | 99.52% | 99.52% |