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 | 8.29% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'897 | 115'875 CHF | 50'458 CHF | 96.10% | 96.10% |
15.05.2024 | 9.34% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'186 CHF | 56'093 CHF | 99.13% | 99.13% |
14.05.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'320 CHF | 55'160 CHF | 93.96% | 93.96% |
13.05.2024 | 10.40% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'947 CHF | 50'973 CHF | 95.62% | 95.62% |
10.05.2024 | 9.80% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'253 CHF | 53'627 CHF | 99.64% | 99.64% |
08.05.2024 | 12.99% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'170 CHF | 41'085 CHF | 99.51% | 99.51% |
07.05.2024 | 9.96% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'652 CHF | 52'826 CHF | 99.59% | 99.59% |
06.05.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'389 CHF | 50'195 CHF | 99.08% | 99.08% |
03.05.2024 | 10.67% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'950 CHF | 49'475 CHF | 98.12% | 98.12% |
02.05.2024 | 11.54% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'048 CHF | 46'024 CHF | 99.55% | 99.55% |