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 | 13.88% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'315 CHF | 38'657 CHF | 99.56% | 99.56% |
14.05.2024 | 13.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'325 CHF | 39'163 CHF | 99.59% | 99.59% |
13.05.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'258 CHF | 45'129 CHF | 99.09% | 99.09% |
10.05.2024 | 15.96% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'960 CHF | 33'980 CHF | 99.55% | 99.55% |
08.05.2024 | 16.27% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'847 CHF | 33'423 CHF | 99.09% | 99.09% |
07.05.2024 | 14.98% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'994 CHF | 35'997 CHF | 99.60% | 99.60% |
06.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.60% | 99.60% |
03.05.2024 | 11.89% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'428 CHF | 44'714 CHF | 99.72% | 99.72% |
02.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'979 CHF | 49'989 CHF | 99.58% | 99.58% |
30.04.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'202 | 83'380 CHF | 46'492 CHF | 96.06% | 96.06% |