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 | 20.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'505 CHF | 27'253 CHF | 99.59% | 99.59% |
15.05.2024 | 14.23% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'638 CHF | 37'819 CHF | 99.67% | 99.67% |
14.05.2024 | 14.07% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'112 | 66'638 CHF | 38'239 CHF | 99.60% | 99.60% |
13.05.2024 | 16.16% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'261 CHF | 33'630 CHF | 98.92% | 98.92% |
10.05.2024 | 15.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'833 CHF | 33'917 CHF | 99.56% | 99.56% |
08.05.2024 | 12.54% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'055 CHF | 42'528 CHF | 99.56% | 99.56% |
07.05.2024 | 12.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'176 CHF | 44'088 CHF | 99.60% | 99.60% |
06.05.2024 | 9.84% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 464'466 | 97'065 CHF | 49'475 CHF | 99.57% | 99.57% |
03.05.2024 | 7.67% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'077 CHF | 54'431 CHF | 99.47% | 99.47% |
02.05.2024 | 6.70% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 947'178 | 347'178 | 136'697 CHF | 53'396 CHF | 99.57% | 99.57% |