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 | 9.95% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 95'788 CHF | 26'447 CHF | 98.33% | 98.33% |
14.05.2024 | 10.28% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 92'499 CHF | 25'625 CHF | 99.36% | 99.36% |
13.05.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 95'010 CHF | 26'252 CHF | 98.93% | 98.93% |
10.05.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 99'278 CHF | 27'319 CHF | 99.36% | 99.36% |
08.05.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 88'414 CHF | 24'603 CHF | 99.01% | 99.01% |
07.05.2024 | 11.86% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 79'995 CHF | 22'499 CHF | 94.70% | 94.70% |
06.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 70'000 CHF | 20'000 CHF | 99.37% | 99.37% |
03.05.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 61'820 CHF | 17'955 CHF | 99.37% | 99.37% |
02.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 50'000 CHF | 15'000 CHF | 99.37% | 99.37% |
30.04.2024 | 16.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 56'788 CHF | 16'697 CHF | 99.36% | 99.36% |