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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 81'593 CHF | 36'637 CHF | 99.32% | 99.32% |
15.05.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 79'641 CHF | 35'856 CHF | 99.31% | 99.31% |
14.05.2024 | 12.09% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 412'521 | 77'924 CHF | 36'171 CHF | 98.63% | 98.63% |
13.05.2024 | 10.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 88'621 CHF | 39'448 CHF | 99.43% | 99.43% |
10.05.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 88'675 CHF | 39'470 CHF | 99.41% | 99.41% |
08.05.2024 | 11.50% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 82'132 CHF | 36'853 CHF | 99.38% | 99.38% |
07.05.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'888 | 80'290 CHF | 37'096 CHF | 99.38% | 99.38% |
06.05.2024 | 12.01% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 419'188 | 78'441 CHF | 36'947 CHF | 97.89% | 97.89% |
03.05.2024 | 12.04% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 444'848 | 78'255 CHF | 39'164 CHF | 99.28% | 99.28% |
02.05.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 493'093 | 79'928 CHF | 44'342 CHF | 99.35% | 99.35% |