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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 9.89% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'395 CHF | 53'198 CHF | 99.20% | 99.20% |
15.05.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'836 CHF | 49'418 CHF | 98.42% | 98.42% |
14.05.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'932 CHF | 49'466 CHF | 98.01% | 98.01% |
13.05.2024 | 10.57% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'641 CHF | 49'821 CHF | 99.38% | 99.38% |
10.05.2024 | 9.71% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'177 CHF | 54'088 CHF | 98.56% | 98.56% |
08.05.2024 | 11.65% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'955 CHF | 45'478 CHF | 99.37% | 99.37% |
07.05.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'169 CHF | 49'584 CHF | 99.38% | 99.38% |
06.05.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'651 CHF | 50'825 CHF | 99.41% | 99.41% |
03.05.2024 | 10.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'110 CHF | 49'055 CHF | 99.21% | 99.21% |
02.05.2024 | 9.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'519 CHF | 54'759 CHF | 99.37% | 99.37% |