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 | 70.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'167 CHF | 9'583 CHF | 99.57% | 99.57% |
28.05.2024 | 52.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'156 CHF | 12'078 CHF | 95.48% | 95.48% |
27.05.2024 | 49.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'382 CHF | 12'691 CHF | 98.92% | 98.92% |
24.05.2024 | 52.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'076 CHF | 12'038 CHF | 99.53% | 99.53% |
23.05.2024 | 39.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'485 CHF | 15'242 CHF | 96.13% | 96.13% |
22.05.2024 | 87.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'571 CHF | 8'285 CHF | 99.59% | 99.59% |
21.05.2024 | 83.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'046 CHF | 8'523 CHF | 96.39% | 96.39% |
17.05.2024 | 58.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'203 CHF | 11'102 CHF | 99.60% | 99.60% |
16.05.2024 | 59.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'693 CHF | 10'846 CHF | 96.09% | 96.09% |
15.05.2024 | 70.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'201 CHF | 9'600 CHF | 99.13% | 99.13% |