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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 28.90% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 44'488 CHF | 9'915 CHF | 99.27% | 99.27% |
24.05.2024 | 32.21% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 39'105 CHF | 9'017 CHF | 99.27% | 99.27% |
23.05.2024 | 25.67% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 51'067 CHF | 11'011 CHF | 99.25% | 99.25% |
22.05.2024 | 24.95% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 52'669 CHF | 11'278 CHF | 99.27% | 99.27% |
21.05.2024 | 26.39% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 49'381 CHF | 10'730 CHF | 99.17% | 99.17% |
17.05.2024 | 23.64% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 55'987 CHF | 11'831 CHF | 99.05% | 99.05% |
16.05.2024 | 23.25% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 57'046 CHF | 12'008 CHF | 99.27% | 99.27% |
15.05.2024 | 23.75% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'499'860 | 250'000 | 55'691 CHF | 11'783 CHF | 99.12% | 99.12% |
14.05.2024 | 28.22% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 45'755 CHF | 10'126 CHF | 99.27% | 99.27% |
13.05.2024 | 33.73% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 37'021 CHF | 8'670 CHF | 98.75% | 98.75% |