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 | 11.25% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'177 CHF | 47'088 CHF | 99.11% | 99.11% |
15.05.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 404'879 | 99'084 CHF | 44'122 CHF | 98.84% | 98.84% |
14.05.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 104'492 CHF | 45'797 CHF | 99.00% | 99.00% |
13.05.2024 | 10.26% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 465'717 | 92'704 CHF | 47'622 CHF | 94.44% | 94.44% |
10.05.2024 | 10.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'933 | 88'071 CHF | 49'029 CHF | 98.08% | 98.08% |
08.05.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 952'925 | 352'925 | 139'917 CHF | 54'991 CHF | 96.88% | 96.88% |
07.05.2024 | 4.68% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 156'753 CHF | 54'751 CHF | 96.76% | 96.76% |
06.05.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 647'651 | 215'884 | 154'765 CHF | 53'747 CHF | 98.89% | 98.89% |
03.05.2024 | 3.66% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 161'142 CHF | 55'714 CHF | 98.68% | 98.68% |
02.05.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 721'770 | 240'590 | 170'699 CHF | 59'306 CHF | 99.02% | 99.02% |