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 | 58.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'314 CHF | 11'157 CHF | 99.54% | 99.54% |
28.05.2024 | 31.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'587 CHF | 18'794 CHF | 95.47% | 95.47% |
27.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.92% | 98.92% |
24.05.2024 | 29.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'541 CHF | 19'771 CHF | 99.60% | 99.60% |
23.05.2024 | 16.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 419'462 | 59'721 CHF | 28'815 CHF | 96.11% | 96.11% |
22.05.2024 | 42.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'872 | 19'240 CHF | 14'612 CHF | 99.59% | 99.59% |
21.05.2024 | 43.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'966 CHF | 13'983 CHF | 96.38% | 96.38% |
17.05.2024 | 29.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'925 CHF | 19'463 CHF | 99.60% | 99.60% |
16.05.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'028 CHF | 20'014 CHF | 96.09% | 96.09% |
15.05.2024 | 35.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'892 CHF | 16'946 CHF | 99.12% | 99.12% |