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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 98'684 CHF | 108'684 CHF | 99.54% | 99.54% |
13.05.2024 | 9.41% | 0.10 CHF | 0.11 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 81'102 CHF | 89'102 CHF | 99.57% | 99.57% |
10.05.2024 | 8.89% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 107'710 CHF | 117'710 CHF | 99.45% | 99.50% |
08.05.2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'278 CHF | 91'278 CHF | 99.49% | 99.49% |
07.05.2024 | 11.66% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'447 CHF | 91'447 CHF | 98.50% | 98.50% |
06.05.2024 | 20.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 43'810 CHF | 53'810 CHF | 99.48% | 99.48% |
03.05.2024 | 20.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'818 CHF | 52'818 CHF | 99.53% | 99.53% |
02.05.2024 | 19.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'993 CHF | 56'993 CHF | 99.50% | 99.50% |
30.04.2024 | 15.65% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'953 CHF | 68'953 CHF | 99.49% | 99.49% |
29.04.2024 | 16.22% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'680 CHF | 66'680 CHF | 99.56% | 99.56% |