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 | 11.03% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'906 CHF | 47'953 CHF | 99.37% | 99.37% |
15.05.2024 | 9.81% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'118 CHF | 53'559 CHF | 99.38% | 99.38% |
14.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'964 CHF | 59'982 CHF | 99.36% | 99.36% |
13.05.2024 | 8.41% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'297 CHF | 62'149 CHF | 98.80% | 98.80% |
10.05.2024 | 6.91% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 487'040 | 139'960 CHF | 72'934 CHF | 99.36% | 99.36% |
08.05.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 183'347 CHF | 77'339 CHF | 99.38% | 99.38% |
07.05.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 899'978 | 299'993 | 218'622 CHF | 75'874 CHF | 98.16% | 98.16% |
06.05.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 214'388 CHF | 74'463 CHF | 99.37% | 99.37% |
03.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 216'303 CHF | 75'101 CHF | 99.35% | 99.35% |
02.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 227'799 CHF | 78'933 CHF | 99.35% | 99.35% |