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 | 7.24% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 133'518 CHF | 71'759 CHF | 99.34% | 99.34% |
13.05.2024 | 10.15% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'059 CHF | 52'030 CHF | 98.98% | 98.98% |
10.05.2024 | 9.02% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 106'077 CHF | 58'039 CHF | 99.53% | 99.53% |
08.05.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'585 CHF | 55'792 CHF | 91.96% | 91.96% |
07.05.2024 | 8.65% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'841 CHF | 60'420 CHF | 99.18% | 99.18% |
06.05.2024 | 7.67% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 125'955 CHF | 67'977 CHF | 99.23% | 99.23% |
03.05.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 132'162 CHF | 71'081 CHF | 99.13% | 99.13% |
02.05.2024 | 10.32% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'957 CHF | 51'479 CHF | 94.47% | 94.47% |
30.04.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 99.38% | 99.38% |
29.04.2024 | 11.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'113 CHF | 46'057 CHF | 98.49% | 98.49% |