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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 10.85% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'833 CHF | 48'917 CHF | 99.32% | 99.32% |
13.05.2024 | 17.22% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'893 CHF | 31'946 CHF | 98.89% | 98.89% |
10.05.2024 | 14.26% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'534 CHF | 37'767 CHF | 99.50% | 99.50% |
08.05.2024 | 15.07% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'521 CHF | 35'760 CHF | 91.99% | 91.99% |
07.05.2024 | 13.63% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'567 CHF | 39'284 CHF | 99.14% | 99.14% |
06.05.2024 | 11.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'103 CHF | 47'051 CHF | 99.24% | 99.24% |
03.05.2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'620 CHF | 50'310 CHF | 99.49% | 99.49% |
02.05.2024 | 15.63% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'898 CHF | 34'949 CHF | 94.48% | 94.48% |
30.04.2024 | 16.02% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'740 CHF | 33'870 CHF | 99.35% | 99.35% |
29.04.2024 | 17.79% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'432 CHF | 30'716 CHF | 98.47% | 98.47% |