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 | 16.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'248 CHF | 32'624 CHF | 99.28% | 99.28% |
15.05.2024 | 11.91% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 470'520 | 79'959 CHF | 42'032 CHF | 99.36% | 99.36% |
14.05.2024 | 10.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'528 | 88'375 CHF | 41'340 CHF | 98.94% | 98.94% |
13.05.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 405'676 | 89'816 CHF | 40'476 CHF | 99.36% | 99.36% |
10.05.2024 | 9.77% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 97'533 CHF | 43'013 CHF | 99.39% | 99.39% |
08.05.2024 | 13.95% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'996 CHF | 38'498 CHF | 99.36% | 99.36% |
07.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'004 CHF | 40'002 CHF | 99.36% | 99.36% |
06.05.2024 | 13.03% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'906 CHF | 40'953 CHF | 99.40% | 99.40% |
03.05.2024 | 12.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'652 CHF | 42'326 CHF | 99.30% | 99.30% |
02.05.2024 | 12.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'390 CHF | 43'195 CHF | 99.34% | 99.34% |