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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.06.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'844 | 250'000 | 4'979 CHF | 3'750 CHF | 97.55% | 97.55% |
11.06.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'990 | 250'000 | 4'985 CHF | 3'750 CHF | 99.14% | 99.14% |
10.06.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'911 | 250'000 | 4'980 CHF | 3'750 CHF | 96.98% | 96.98% |
07.06.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'965 | 250'000 | 4'970 CHF | 3'750 CHF | 99.03% | 99.03% |
05.06.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'332 | 250'000 | 4'967 CHF | 3'750 CHF | 98.90% | 98.90% |
04.06.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'388 | 250'000 | 4'972 CHF | 3'750 CHF | 99.15% | 99.15% |
03.06.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'401 | 250'000 | 4'987 CHF | 3'750 CHF | 99.08% | 99.08% |
31.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'930 | 250'000 | 4'985 CHF | 3'750 CHF | 99.14% | 99.14% |
30.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'478 | 250'000 | 4'972 CHF | 3'750 CHF | 98.41% | 98.41% |
29.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'198 | 250'000 | 4'981 CHF | 3'750 CHF | 98.76% | 98.76% |