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 | 12.05% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 998'613 | 398'613 | 78'060 CHF | 35'135 CHF | 99.10% | 99.10% |
15.05.2024 | 8.76% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 899'296 | 299'765 | 98'225 CHF | 35'739 CHF | 99.72% | 99.72% |
14.05.2024 | 8.06% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 830'071 | 276'690 | 98'875 CHF | 35'725 CHF | 93.45% | 93.45% |
13.05.2024 | 12.19% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 977'868 | 377'980 | 76'438 CHF | 33'019 CHF | 98.33% | 98.33% |
10.05.2024 | 16.22% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 485'930 | 57'332 CHF | 32'564 CHF | 96.45% | 96.45% |
08.05.2024 | 16.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'531 CHF | 32'266 CHF | 99.64% | 99.64% |
07.05.2024 | 15.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'502 CHF | 35'251 CHF | 98.49% | 98.49% |
06.05.2024 | 11.15% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 415'620 | 85'520 CHF | 39'454 CHF | 98.56% | 98.56% |
03.05.2024 | 8.94% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 998'194 | 398'194 | 107'097 CHF | 46'691 CHF | 99.47% | 99.47% |
02.05.2024 | 7.09% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'025 | 300'025 | 122'528 CHF | 43'845 CHF | 99.50% | 99.50% |