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 | 17.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'314 CHF | 31'157 CHF | 99.33% | 99.33% |
15.05.2024 | 18.12% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'780 CHF | 30'390 CHF | 99.16% | 99.16% |
14.05.2024 | 15.59% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'478 CHF | 34'739 CHF | 98.57% | 98.57% |
13.05.2024 | 13.74% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'995 CHF | 38'997 CHF | 98.42% | 98.42% |
10.05.2024 | 14.79% | 0.08 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'905 CHF | 36'453 CHF | 79.98% | 98.82% |
08.05.2024 | 14.01% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'148 CHF | 38'574 CHF | 98.89% | 98.89% |
07.05.2024 | 17.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'713 CHF | 31'856 CHF | 99.39% | 99.39% |
06.05.2024 | 18.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'920 CHF | 29'960 CHF | 98.89% | 98.89% |
03.05.2024 | 14.69% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'521 CHF | 36'761 CHF | 99.14% | 99.14% |
02.05.2024 | 14.79% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'996 CHF | 36'498 CHF | 98.64% | 98.64% |