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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 66.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'003 CHF | 10'002 CHF | 97.90% | 97.90% |
28.05.2024 | 51.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'618 CHF | 12'809 CHF | 97.36% | 97.36% |
27.05.2024 | 41.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'587 CHF | 14'793 CHF | 98.57% | 98.57% |
24.05.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'992 CHF | 14'996 CHF | 99.22% | 99.22% |
23.05.2024 | 30.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'289 CHF | 19'145 CHF | 94.55% | 94.55% |
22.05.2024 | 34.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'755 CHF | 17'377 CHF | 98.05% | 98.05% |
21.05.2024 | 28.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'876 CHF | 19'938 CHF | 94.61% | 94.61% |
17.05.2024 | 27.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'245 CHF | 20'623 CHF | 98.83% | 98.83% |
16.05.2024 | 27.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'758 CHF | 20'879 CHF | 98.14% | 98.14% |
15.05.2024 | 25.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'285 CHF | 22'143 CHF | 98.90% | 98.90% |