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 | 17.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'662 CHF | 30'831 CHF | 99.09% | 99.09% |
15.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 98.88% | 98.88% |
14.05.2024 | 14.61% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'767 CHF | 36'884 CHF | 99.07% | 99.07% |
13.05.2024 | 15.85% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'345 CHF | 34'173 CHF | 94.40% | 94.40% |
10.05.2024 | 17.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'789 CHF | 30'894 CHF | 98.10% | 98.10% |
08.05.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'969 | 88'250 CHF | 49'121 CHF | 96.88% | 96.88% |
07.05.2024 | 7.67% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 125'602 CHF | 54'241 CHF | 96.76% | 96.76% |
06.05.2024 | 6.66% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 932'211 | 332'211 | 135'570 CHF | 51'464 CHF | 98.93% | 98.93% |
03.05.2024 | 5.90% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 899'615 | 299'872 | 148'418 CHF | 52'471 CHF | 99.01% | 99.01% |
02.05.2024 | 6.71% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 979'577 | 379'577 | 141'105 CHF | 58'388 CHF | 99.18% | 99.18% |