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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 10.44% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'841 CHF | 50'421 CHF | 99.49% | 99.49% |
07.05.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'784 CHF | 54'892 CHF | 99.52% | 99.52% |
06.05.2024 | 8.55% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 112'091 CHF | 61'046 CHF | 98.87% | 98.87% |
03.05.2024 | 8.59% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'549 CHF | 60'775 CHF | 98.14% | 98.14% |
02.05.2024 | 10.40% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'280 CHF | 50'640 CHF | 99.46% | 99.46% |
30.04.2024 | 10.94% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'636 CHF | 48'318 CHF | 99.46% | 99.46% |
29.04.2024 | 11.76% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'021 CHF | 45'011 CHF | 99.43% | 99.43% |
26.04.2024 | 13.64% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'520 CHF | 39'260 CHF | 98.85% | 98.85% |
25.04.2024 | 16.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'362 CHF | 33'681 CHF | 99.36% | 99.36% |
24.04.2024 | 15.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'329 CHF | 34'665 CHF | 99.37% | 99.37% |