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 | 8.32% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'394 CHF | 62'697 CHF | 96.08% | 96.08% |
15.05.2024 | 9.34% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'185 CHF | 56'093 CHF | 99.13% | 99.13% |
14.05.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'125 CHF | 55'063 CHF | 93.95% | 93.95% |
13.05.2024 | 10.16% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'886 CHF | 51'943 CHF | 95.61% | 95.61% |
10.05.2024 | 9.68% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'480 CHF | 54'240 CHF | 99.58% | 99.58% |
08.05.2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'589 CHF | 45'794 CHF | 99.50% | 99.50% |
07.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'000 CHF | 55'000 CHF | 99.59% | 99.59% |
06.05.2024 | 10.29% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'349 CHF | 51'174 CHF | 99.06% | 99.06% |
03.05.2024 | 9.93% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'963 CHF | 52'982 CHF | 98.23% | 98.23% |
02.05.2024 | 10.83% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'624 CHF | 48'812 CHF | 99.58% | 99.58% |