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 | 15.24% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'684 CHF | 35'342 CHF | 99.46% | 99.46% |
15.05.2024 | 15.89% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'204 CHF | 34'102 CHF | 99.21% | 99.21% |
14.05.2024 | 17.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'365 CHF | 31'682 CHF | 98.00% | 98.00% |
13.05.2024 | 16.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'108 CHF | 32'554 CHF | 99.38% | 99.38% |
10.05.2024 | 15.30% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'408 CHF | 35'204 CHF | 98.55% | 98.55% |
08.05.2024 | 17.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'777 CHF | 30'389 CHF | 99.37% | 99.37% |
07.05.2024 | 15.60% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'228 CHF | 34'614 CHF | 99.38% | 99.38% |
06.05.2024 | 15.21% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'874 CHF | 35'437 CHF | 99.35% | 99.35% |
03.05.2024 | 15.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'471 CHF | 34'236 CHF | 99.28% | 99.28% |
02.05.2024 | 13.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'573 CHF | 39'787 CHF | 99.33% | 99.33% |