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 | 13.20% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'845 CHF | 40'422 CHF | 99.72% | 99.72% |
14.05.2024 | 12.04% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'220 CHF | 44'110 CHF | 99.24% | 99.24% |
13.05.2024 | 12.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'564 CHF | 43'282 CHF | 99.03% | 99.03% |
10.05.2024 | 11.14% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'009 CHF | 47'504 CHF | 98.29% | 98.29% |
08.05.2024 | 10.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'660 CHF | 49'830 CHF | 99.57% | 99.57% |
07.05.2024 | 11.47% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'359 CHF | 46'180 CHF | 99.65% | 99.65% |
06.05.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'255 CHF | 45'128 CHF | 99.53% | 99.53% |
03.05.2024 | 11.23% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'349 CHF | 47'175 CHF | 99.53% | 99.53% |
02.05.2024 | 12.22% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'066 CHF | 43'533 CHF | 99.09% | 99.09% |
30.04.2024 | 11.77% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'981 CHF | 44'991 CHF | 99.55% | 99.55% |