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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.44% | 99.44% |
28.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'166 | 250'000 | 9'932 CHF | 5'000 CHF | 99.72% | 99.72% |
27.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 981'077 | 250'000 | 9'811 CHF | 5'000 CHF | 99.33% | 99.33% |
24.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
23.05.2024 | 61.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'450 CHF | 5'363 CHF | 99.56% | 99.56% |
22.05.2024 | 57.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'656 CHF | 5'664 CHF | 98.23% | 98.23% |
21.05.2024 | 44.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'442 | 250'000 | 17'914 CHF | 6'992 CHF | 100.00% | 100.00% |
17.05.2024 | 52.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'333 CHF | 6'083 CHF | 100.00% | 100.00% |
16.05.2024 | 40.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'746 CHF | 7'436 CHF | 99.77% | 99.77% |
15.05.2024 | 32.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'193 CHF | 9'048 CHF | 100.00% | 100.00% |