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 | 8.18% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'545 CHF | 63'772 CHF | 98.83% | 98.83% |
15.05.2024 | 9.35% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'373 CHF | 56'187 CHF | 99.02% | 99.02% |
14.05.2024 | 9.67% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'477 CHF | 54'739 CHF | 99.30% | 99.30% |
13.05.2024 | 19.48% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'679 CHF | 29'340 CHF | 99.00% | 99.00% |
10.05.2024 | 14.22% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'351 CHF | 38'176 CHF | 99.52% | 99.52% |
08.05.2024 | 14.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'089 CHF | 36'044 CHF | 91.99% | 91.99% |
07.05.2024 | 13.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'731 CHF | 40'365 CHF | 99.13% | 99.13% |
06.05.2024 | 10.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'166 CHF | 51'583 CHF | 99.42% | 99.42% |
03.05.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'192 CHF | 56'096 CHF | 99.48% | 99.48% |
02.05.2024 | 15.58% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'748 CHF | 35'374 CHF | 94.54% | 94.54% |