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 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 96.07% | 96.07% |
15.05.2024 | 14.94% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'185 CHF | 36'093 CHF | 99.12% | 99.12% |
14.05.2024 | 15.34% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'237 CHF | 35'119 CHF | 93.96% | 93.96% |
13.05.2024 | 15.68% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'319 CHF | 34'660 CHF | 95.62% | 95.62% |
10.05.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'054 CHF | 35'027 CHF | 99.62% | 99.62% |
08.05.2024 | 17.91% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'958 CHF | 30'479 CHF | 99.52% | 99.52% |
07.05.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'102 CHF | 35'051 CHF | 99.60% | 99.60% |
06.05.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'068 CHF | 35'034 CHF | 99.09% | 99.09% |
03.05.2024 | 15.55% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'425 CHF | 34'713 CHF | 98.26% | 98.26% |
02.05.2024 | 16.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'205 CHF | 33'603 CHF | 99.57% | 99.57% |