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 | 14.35% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'346 CHF | 39'173 CHF | 97.90% | 97.90% |
15.05.2024 | 12.32% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'214 CHF | 43'607 CHF | 99.44% | 99.44% |
14.05.2024 | 10.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'548 CHF | 48'774 CHF | 99.50% | 99.50% |
13.05.2024 | 11.97% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'311 CHF | 44'656 CHF | 99.03% | 99.03% |
10.05.2024 | 11.35% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'788 CHF | 46'894 CHF | 99.48% | 99.48% |
08.05.2024 | 12.22% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'134 CHF | 43'567 CHF | 99.49% | 99.49% |
07.05.2024 | 10.59% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'497 CHF | 49'749 CHF | 99.56% | 99.56% |
06.05.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'313 CHF | 64'656 CHF | 98.89% | 98.89% |
03.05.2024 | 7.76% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 123'995 CHF | 66'998 CHF | 98.02% | 98.02% |
02.05.2024 | 11.45% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'706 CHF | 46'353 CHF | 99.53% | 99.53% |