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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 80'227 CHF | 90'227 CHF | 100.00% | 100.00% |
10.05.2024 | 12.80% | 0.07 CHF | 0.08 CHF | 960'000 | 960'000 | 960'000 | 960'000 | 70'281 CHF | 79'881 CHF | 100.00% | 100.00% |
08.05.2024 | 14.56% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'724 CHF | 73'724 CHF | 99.29% | 99.29% |
07.05.2024 | 12.61% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 999'277 | 999'277 | 74'438 CHF | 84'438 CHF | 99.92% | 99.92% |
06.05.2024 | 11.93% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 78'959 CHF | 88'959 CHF | 100.00% | 100.00% |
03.05.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 75'534 CHF | 85'534 CHF | 99.37% | 99.37% |
02.05.2024 | 16.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'659 CHF | 66'659 CHF | 100.00% | 100.00% |
30.04.2024 | 14.55% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'946 CHF | 73'946 CHF | 99.16% | 99.16% |
29.04.2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 68'630 CHF | 78'630 CHF | 99.81% | 99.81% |
26.04.2024 | 12.61% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'896 CHF | 84'896 CHF | 99.34% | 99.34% |