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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 14.62% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 960'918 | 960'918 | 75'235 CHF | 85'073 CHF | 99.54% | 99.54% |
14.05.2024 | 9.98% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 95'364 CHF | 105'364 CHF | 99.84% | 99.84% |
13.05.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 99'172 CHF | 109'172 CHF | 100.00% | 100.00% |
10.05.2024 | 10.30% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 92'238 CHF | 102'238 CHF | 100.00% | 100.00% |
08.05.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 999'841 | 999'841 | 118'546 CHF | 128'546 CHF | 99.44% | 99.44% |
07.05.2024 | 6.27% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 999'085 | 999'085 | 155'364 CHF | 165'364 CHF | 100.00% | 100.00% |
06.05.2024 | 4.76% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 206'816 CHF | 216'816 CHF | 99.74% | 99.74% |
03.05.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 987'353 | 987'353 | 270'360 CHF | 280'318 CHF | 99.28% | 99.28% |
02.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 312'968 CHF | 322'968 CHF | 98.90% | 98.90% |
30.04.2024 | 3.54% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 999'443 | 999'443 | 277'988 CHF | 287'988 CHF | 99.73% | 99.73% |