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 | 10.04% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 94'900 CHF | 104'900 CHF | 100.00% | 100.00% |
15.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 100'000 CHF | 110'000 CHF | 100.00% | 100.00% |
14.05.2024 | 10.15% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 93'751 CHF | 103'751 CHF | 100.00% | 100.00% |
13.05.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 93'605 CHF | 103'605 CHF | 100.00% | 100.00% |
10.05.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 88'000 CHF | 98'000 CHF | 100.00% | 100.00% |
08.05.2024 | 9.58% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 99'392 CHF | 109'392 CHF | 100.00% | 100.00% |
07.05.2024 | 9.97% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 95'527 CHF | 105'527 CHF | 100.00% | 100.00% |
06.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'000 CHF | 100'000 CHF | 100.00% | 100.00% |
03.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'000 CHF | 100'000 CHF | 100.00% | 100.00% |
02.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'000 CHF | 100'000 CHF | 99.93% | 99.93% |