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 | 18.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 960'979 | 960'979 | 59'550 CHF | 69'388 CHF | 99.53% | 99.53% |
14.05.2024 | 12.10% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 77'773 CHF | 87'773 CHF | 99.83% | 99.83% |
13.05.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 82'462 CHF | 92'462 CHF | 100.00% | 100.00% |
10.05.2024 | 12.25% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 76'726 CHF | 86'726 CHF | 100.00% | 100.00% |
08.05.2024 | 9.75% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 999'851 | 999'851 | 97'780 CHF | 107'780 CHF | 99.41% | 99.41% |
07.05.2024 | 7.63% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 999'070 | 999'070 | 126'857 CHF | 136'857 CHF | 100.00% | 100.00% |
06.05.2024 | 5.84% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 167'719 CHF | 177'719 CHF | 99.75% | 99.75% |
03.05.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 987'487 | 987'487 | 220'789 CHF | 230'747 CHF | 99.22% | 99.22% |
02.05.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 257'981 CHF | 267'981 CHF | 98.84% | 98.84% |
30.04.2024 | 4.24% | 0.28 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 999'401 | 999'401 | 231'374 CHF | 241'374 CHF | 99.73% | 99.73% |