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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 98.98% | 98.98% |
28.05.2024 | 36.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'985 | 250'000 | 22'356 CHF | 8'170 CHF | 99.19% | 99.19% |
27.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.38% | 99.38% |
24.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.39% | 99.39% |
23.05.2024 | 31.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'480 CHF | 9'120 CHF | 99.11% | 99.11% |
22.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 97.91% | 97.91% |
21.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'304 | 250'000 | 24'858 CHF | 8'750 CHF | 99.39% | 99.39% |
17.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 976'061 | 250'000 | 24'402 CHF | 8'750 CHF | 99.04% | 99.04% |
16.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'225 | 250'000 | 29'827 CHF | 10'000 CHF | 99.25% | 99.25% |
15.05.2024 | 30.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'922 | 250'000 | 27'420 CHF | 9'393 CHF | 99.38% | 99.38% |