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 | 39.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'341 | 250'000 | 20'533 CHF | 7'700 CHF | 98.97% | 98.97% |
28.05.2024 | 43.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'146 CHF | 7'036 CHF | 99.20% | 99.20% |
27.05.2024 | 40.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'554 | 250'000 | 19'840 CHF | 7'482 CHF | 99.39% | 99.39% |
24.05.2024 | 41.69% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'279 | 250'000 | 19'059 CHF | 7'288 CHF | 99.38% | 99.38% |
23.05.2024 | 48.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'987 | 250'000 | 15'796 CHF | 6'490 CHF | 99.10% | 99.10% |
22.05.2024 | 39.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 983'937 | 250'000 | 19'976 CHF | 7'574 CHF | 97.85% | 97.85% |
21.05.2024 | 33.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 975'672 | 250'000 | 24'369 CHF | 8'727 CHF | 99.39% | 99.39% |
17.05.2024 | 29.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'319 | 29'212 CHF | 10'029 CHF | 99.05% | 99.05% |
16.05.2024 | 19.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 303'084 | 45'635 CHF | 17'027 CHF | 99.24% | 99.24% |
15.05.2024 | 27.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'169 | 250'000 | 31'724 CHF | 10'490 CHF | 99.38% | 99.38% |