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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 10.86% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 741'232 | 741'232 | 66'787 CHF | 74'242 CHF | 99.90% | 99.90% |
28.05.2024 | 10.05% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 734'537 | 734'537 | 71'326 CHF | 78'715 CHF | 99.16% | 99.16% |
27.05.2024 | 10.02% | 0.10 CHF | 0.11 CHF | 930'000 | 930'000 | 732'329 | 732'329 | 69'407 CHF | 76'731 CHF | 98.62% | 98.62% |
24.05.2024 | 10.61% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 741'925 | 741'925 | 68'648 CHF | 76'099 CHF | 100.00% | 100.00% |
23.05.2024 | 9.18% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 719'573 | 719'573 | 76'504 CHF | 83'731 CHF | 100.00% | 100.00% |
22.05.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 715'567 | 715'567 | 83'217 CHF | 90'404 CHF | 100.00% | 100.00% |
21.05.2024 | 11.04% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 743'288 | 743'288 | 66'550 CHF | 74'024 CHF | 99.74% | 99.74% |
17.05.2024 | 10.86% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 743'302 | 743'302 | 66'889 CHF | 74'354 CHF | 100.00% | 100.00% |
16.05.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 743'413 | 743'413 | 65'134 CHF | 72'614 CHF | 100.00% | 100.00% |
15.05.2024 | 9.91% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 729'062 | 729'062 | 72'120 CHF | 79'481 CHF | 100.00% | 100.00% |