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 | 11.39% | 0.10 CHF | 0.11 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 83'057 CHF | 69'793 CHF | 98.31% | 98.31% |
14.05.2024 | 10.57% | 0.08 CHF | 0.09 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 89'620 CHF | 74'715 CHF | 99.36% | 99.36% |
13.05.2024 | 10.40% | 0.09 CHF | 0.10 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 91'267 CHF | 75'950 CHF | 98.92% | 98.92% |
10.05.2024 | 10.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 89'836 CHF | 74'877 CHF | 99.37% | 99.37% |
08.05.2024 | 12.98% | 0.08 CHF | 0.09 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 72'405 CHF | 61'804 CHF | 99.35% | 99.35% |
07.05.2024 | 17.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 52'717 CHF | 47'038 CHF | 94.61% | 94.61% |
06.05.2024 | 14.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 63'543 CHF | 55'157 CHF | 99.37% | 99.37% |
03.05.2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 61'028 CHF | 53'271 CHF | 99.36% | 99.36% |
02.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 60'030 CHF | 52'523 CHF | 99.37% | 99.37% |
30.04.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 69'968 CHF | 59'976 CHF | 99.36% | 99.36% |