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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 11.16% | 0.08 CHF | 0.09 CHF | 1'000'000 | 678'976 | 1'000'000 | 678'976 | 84'657 CHF | 64'270 CHF | 99.55% | 99.55% |
22.05.2024 | 11.15% | 0.09 CHF | 0.10 CHF | 1'000'000 | 678'976 | 1'000'000 | 678'976 | 84'754 CHF | 64'336 CHF | 99.54% | 99.54% |
21.05.2024 | 10.98% | 0.09 CHF | 0.10 CHF | 1'000'000 | 678'976 | 1'000'000 | 678'976 | 86'093 CHF | 65'245 CHF | 99.51% | 99.51% |
17.05.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 1'000'000 | 678'976 | 1'000'000 | 678'976 | 92'033 CHF | 69'278 CHF | 98.94% | 98.94% |
16.05.2024 | 10.02% | 0.09 CHF | 0.10 CHF | 1'000'000 | 678'976 | 992'914 | 677'577 | 94'447 CHF | 71'210 CHF | 99.57% | 99.57% |
15.05.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1'000'000 | 678'976 | 1'000'000 | 678'976 | 99'094 CHF | 74'073 CHF | 99.52% | 99.52% |
14.05.2024 | 8.93% | 0.10 CHF | 0.11 CHF | 1'000'000 | 678'976 | 999'971 | 648'539 | 107'266 CHF | 76'070 CHF | 99.58% | 99.58% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 100'000 CHF | 68'527 CHF | 99.56% | 99.56% |
10.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 100'000 CHF | 68'527 CHF | 99.53% | 99.53% |
08.05.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1'000'000 | 622'976 | 1'000'000 | 622'976 | 89'380 CHF | 61'911 CHF | 99.55% | 99.55% |