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 | 12.00% | 0.08 CHF | 0.09 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 78'537 CHF | 8'854 CHF | 98.33% | 98.33% |
14.05.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 80'000 CHF | 9'000 CHF | 99.36% | 99.36% |
13.05.2024 | 11.85% | 0.09 CHF | 0.10 CHF | 1'000'000 | 100'000 | 1'000'000 | 99'999 | 79'728 CHF | 8'973 CHF | 98.93% | 98.93% |
10.05.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1'000'000 | 100'000 | 1'000'000 | 99'456 | 90'315 CHF | 9'972 CHF | 99.36% | 99.36% |
08.05.2024 | 9.97% | 0.09 CHF | 0.10 CHF | 1'000'000 | 100'000 | 1'000'000 | 96'640 | 95'597 CHF | 10'190 CHF | 99.35% | 99.35% |
07.05.2024 | 11.31% | 0.09 CHF | 0.10 CHF | 1'000'000 | 100'000 | 1'000'000 | 99'802 | 84'566 CHF | 9'435 CHF | 94.71% | 94.71% |
06.05.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 70'235 CHF | 8'023 CHF | 99.37% | 99.37% |
03.05.2024 | 12.49% | 0.07 CHF | 0.08 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 75'367 CHF | 8'537 CHF | 99.36% | 99.36% |
02.05.2024 | 11.62% | 0.09 CHF | 0.10 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 81'590 CHF | 9'159 CHF | 99.36% | 99.36% |
30.04.2024 | 10.46% | 0.08 CHF | 0.09 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 90'837 CHF | 10'084 CHF | 99.36% | 99.36% |