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 | 64.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'449 | 250'000 | 10'668 CHF | 5'185 CHF | 99.58% | 99.58% |
28.05.2024 | 46.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'888 CHF | 6'722 CHF | 99.81% | 99.81% |
27.05.2024 | 40.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'962 CHF | 7'491 CHF | 100.00% | 100.00% |
24.05.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'047 CHF | 7'512 CHF | 100.00% | 100.00% |
23.05.2024 | 34.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'459 CHF | 8'615 CHF | 99.71% | 99.71% |
22.05.2024 | 31.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'957 | 250'000 | 26'656 CHF | 9'179 CHF | 98.49% | 98.49% |
21.05.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'027 | 250'000 | 19'796 CHF | 7'504 CHF | 100.00% | 100.00% |
17.05.2024 | 32.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'472 CHF | 8'868 CHF | 99.66% | 99.66% |
16.05.2024 | 25.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'629 | 250'000 | 33'802 CHF | 11'033 CHF | 99.85% | 99.85% |
15.05.2024 | 24.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'627 CHF | 11'407 CHF | 100.00% | 100.00% |