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 | 8.80% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'841 CHF | 59'421 CHF | 99.01% | 99.01% |
14.05.2024 | 9.20% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 104'198 CHF | 57'099 CHF | 99.29% | 99.29% |
13.05.2024 | 12.86% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'290 CHF | 41'645 CHF | 98.90% | 98.90% |
10.05.2024 | 11.13% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'204 CHF | 47'602 CHF | 99.52% | 99.52% |
08.05.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'280 CHF | 45'140 CHF | 91.92% | 91.92% |
07.05.2024 | 10.72% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'457 CHF | 49'228 CHF | 99.18% | 99.18% |
06.05.2024 | 9.50% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'059 CHF | 55'530 CHF | 99.17% | 99.17% |
03.05.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'697 CHF | 59'849 CHF | 99.49% | 99.49% |
02.05.2024 | 12.78% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'045 CHF | 42'022 CHF | 94.53% | 94.53% |
30.04.2024 | 12.72% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'900 CHF | 41'950 CHF | 79.50% | 99.30% |