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 | 9.23% | 0.09 CHF | 0.10 CHF | 1'000'000 | 25'000 | 1'000'000 | 25'000 | 104'616 CHF | 2'865 CHF | 99.37% | 99.37% |
15.05.2024 | 8.95% | 0.12 CHF | 0.13 CHF | 1'000'000 | 25'000 | 999'999 | 25'000 | 107'289 CHF | 2'932 CHF | 98.66% | 98.66% |
14.05.2024 | 16.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 50'000 | 1'000'000 | 49'999 | 56'883 CHF | 3'344 CHF | 99.35% | 99.35% |
13.05.2024 | 12.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 50'000 | 1'000'000 | 89'539 | 73'900 CHF | 7'393 CHF | 98.85% | 98.85% |
10.05.2024 | 8.84% | 0.12 CHF | 0.13 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 109'134 CHF | 17'870 CHF | 96.13% | 96.13% |
08.05.2024 | 13.95% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 66'862 CHF | 11'529 CHF | 99.37% | 99.37% |
07.05.2024 | 14.57% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 63'912 CHF | 11'087 CHF | 99.37% | 99.37% |
06.05.2024 | 13.41% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 69'793 CHF | 11'969 CHF | 99.36% | 99.36% |
03.05.2024 | 12.97% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 72'201 CHF | 12'330 CHF | 99.14% | 99.14% |
02.05.2024 | 12.49% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 75'379 CHF | 12'807 CHF | 99.33% | 99.33% |