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 | 38.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'896 CHF | 7'724 CHF | 98.99% | 98.99% |
28.05.2024 | 29.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'006 | 250'000 | 29'376 CHF | 9'950 CHF | 99.18% | 99.18% |
27.05.2024 | 20.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 317'613 | 44'820 CHF | 17'752 CHF | 99.39% | 99.39% |
24.05.2024 | 19.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 998'322 | 320'958 | 46'572 CHF | 18'420 CHF | 99.39% | 99.39% |
23.05.2024 | 16.73% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 928'263 | 475'466 | 50'857 CHF | 30'806 CHF | 99.10% | 99.10% |
22.05.2024 | 19.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 350'807 | 46'695 CHF | 20'210 CHF | 97.92% | 97.92% |
21.05.2024 | 20.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'693 | 287'674 | 43'208 CHF | 15'778 CHF | 99.39% | 99.39% |
17.05.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 890'880 | 459'417 | 49'701 CHF | 30'216 CHF | 99.03% | 99.03% |
16.05.2024 | 12.62% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 676'534 | 351'622 | 50'205 CHF | 29'617 CHF | 99.26% | 99.26% |
15.05.2024 | 16.90% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 915'149 | 432'847 | 49'733 CHF | 28'159 CHF | 99.38% | 99.38% |