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 | 7.60% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'799 CHF | 68'400 CHF | 99.00% | 99.00% |
14.05.2024 | 7.79% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 123'848 CHF | 66'924 CHF | 99.33% | 99.33% |
13.05.2024 | 12.44% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'691 CHF | 43'346 CHF | 98.89% | 98.89% |
10.05.2024 | 10.24% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'408 CHF | 51'704 CHF | 99.51% | 99.51% |
08.05.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'998 CHF | 50'499 CHF | 91.99% | 91.99% |
07.05.2024 | 9.68% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'448 CHF | 54'224 CHF | 99.17% | 99.17% |
06.05.2024 | 8.40% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'063 CHF | 62'531 CHF | 99.23% | 99.23% |
03.05.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 122'246 CHF | 66'123 CHF | 99.52% | 99.52% |
02.05.2024 | 11.64% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'094 CHF | 46'047 CHF | 94.52% | 94.52% |
30.04.2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'520 CHF | 44'260 CHF | 99.27% | 99.27% |