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 | 9.62% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'073 CHF | 54'537 CHF | 96.42% | 96.42% |
15.05.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'195 CHF | 62'597 CHF | 98.73% | 98.73% |
14.05.2024 | 8.43% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'022 CHF | 62'011 CHF | 98.46% | 98.46% |
13.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'986 CHF | 49'993 CHF | 94.67% | 94.67% |
10.05.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'525 CHF | 45'262 CHF | 98.16% | 98.16% |
08.05.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 CHF | 45'000 CHF | 96.59% | 96.59% |
07.05.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'703 CHF | 48'352 CHF | 97.57% | 97.57% |
06.05.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'692 CHF | 45'846 CHF | 98.55% | 98.55% |
03.05.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'610 CHF | 44'305 CHF | 98.75% | 98.75% |
02.05.2024 | 12.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'197 CHF | 41'098 CHF | 98.05% | 98.05% |