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 | 160.00% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'266 | 250'000 | 4'941 CHF | 11'250 CHF | 98.98% | 98.98% |
28.05.2024 | 156.88% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'631 CHF | 11'408 CHF | 99.20% | 99.20% |
27.05.2024 | 122.69% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 975'353 | 259'375 | 14'078 CHF | 14'925 CHF | 99.39% | 99.39% |
24.05.2024 | 44.44% | 0.07 CHF | 0.11 CHF | 725'000 | 375'000 | 719'541 | 372'928 | 50'368 CHF | 41'022 CHF | 99.38% | 99.38% |
23.05.2024 | 38.84% | 0.08 CHF | 0.12 CHF | 625'000 | 325'000 | 604'976 | 316'085 | 50'212 CHF | 38'888 CHF | 99.08% | 99.08% |
22.05.2024 | 38.25% | 0.09 CHF | 0.13 CHF | 575'000 | 300'000 | 598'718 | 312'574 | 50'694 CHF | 38'968 CHF | 97.90% | 97.90% |
21.05.2024 | 38.17% | 0.08 CHF | 0.12 CHF | 625'000 | 325'000 | 591'922 | 311'953 | 50'148 CHF | 38'930 CHF | 99.38% | 99.38% |
17.05.2024 | 35.99% | 0.09 CHF | 0.13 CHF | 575'000 | 300'000 | 565'494 | 325'350 | 51'520 CHF | 42'915 CHF | 99.05% | 99.05% |
16.05.2024 | 37.97% | 0.09 CHF | 0.13 CHF | 575'000 | 300'000 | 597'534 | 311'267 | 51'023 CHF | 39'032 CHF | 99.24% | 99.24% |
15.05.2024 | 39.98% | 0.08 CHF | 0.12 CHF | 625'000 | 325'000 | 620'726 | 323'999 | 49'684 CHF | 38'893 CHF | 99.39% | 99.39% |