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 | 10.61% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'303 CHF | 49'651 CHF | 98.60% | 98.60% |
15.05.2024 | 11.74% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'185 CHF | 45'093 CHF | 99.58% | 99.58% |
14.05.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'054 CHF | 45'027 CHF | 99.56% | 99.56% |
13.05.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'728 CHF | 50'364 CHF | 99.13% | 99.13% |
10.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.56% | 99.56% |
08.05.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'991 CHF | 39'995 CHF | 99.13% | 99.13% |
07.05.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'315 CHF | 44'657 CHF | 99.60% | 99.60% |
06.05.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'159 CHF | 45'079 CHF | 99.61% | 99.61% |
03.05.2024 | 10.71% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'551 CHF | 49'275 CHF | 99.39% | 99.39% |
02.05.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'675 CHF | 54'338 CHF | 99.47% | 99.47% |