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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11.06.2024 | 65.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'545 | 250'000 | 10'287 CHF | 5'078 CHF | 99.14% | 99.14% |
10.06.2024 | 65.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'256 | 250'000 | 10'265 CHF | 5'076 CHF | 96.87% | 96.87% |
07.06.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'494 | 250'000 | 14'917 CHF | 6'250 CHF | 99.05% | 99.05% |
05.06.2024 | 66.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'448 | 250'000 | 9'940 CHF | 5'001 CHF | 98.94% | 98.94% |
04.06.2024 | 64.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'528 | 250'000 | 10'589 CHF | 5'164 CHF | 99.16% | 99.16% |
03.06.2024 | 61.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'377 | 250'000 | 11'447 CHF | 5'372 CHF | 99.15% | 99.15% |
31.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'475 | 250'000 | 9'975 CHF | 5'000 CHF | 99.14% | 99.14% |
30.05.2024 | 65.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'685 | 250'000 | 10'201 CHF | 5'061 CHF | 98.38% | 98.38% |
29.05.2024 | 23.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'708 | 250'000 | 38'139 CHF | 12'068 CHF | 98.76% | 98.76% |
28.05.2024 | 23.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'491 | 250'000 | 37'581 CHF | 11'970 CHF | 99.02% | 99.02% |