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 | 12.79% | 0.07 CHF | 0.08 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 73'488 CHF | 29'221 CHF | 99.17% | 99.17% |
14.05.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 84'419 CHF | 33'047 CHF | 99.16% | 99.16% |
13.05.2024 | 10.80% | 0.08 CHF | 0.09 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 87'932 CHF | 34'276 CHF | 98.58% | 98.58% |
10.05.2024 | 9.74% | 0.09 CHF | 0.10 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 97'810 CHF | 37'734 CHF | 99.17% | 99.17% |
08.05.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 100'139 CHF | 38'549 CHF | 99.17% | 99.17% |
07.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 100'000 CHF | 38'500 CHF | 97.93% | 97.93% |
06.05.2024 | 9.18% | 0.10 CHF | 0.11 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 104'188 CHF | 39'966 CHF | 99.17% | 99.17% |
03.05.2024 | 8.97% | 0.10 CHF | 0.11 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 106'712 CHF | 40'849 CHF | 99.16% | 99.16% |
02.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 90'000 CHF | 35'000 CHF | 99.15% | 99.15% |
30.04.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 93'698 CHF | 36'294 CHF | 99.17% | 99.17% |