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 | 100.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'926 | 250'000 | 4'918 CHF | 3'750 CHF | 98.95% | 98.95% |
28.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.20% | 99.20% |
27.05.2024 | 102.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'820 CHF | 3'750 CHF | 99.39% | 99.39% |
24.05.2024 | 103.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'489 | 250'000 | 4'742 CHF | 3'750 CHF | 99.38% | 99.38% |
23.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'792 | 250'000 | 3'979 CHF | 3'750 CHF | 70.91% | 70.91% |
22.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'396 | 250'000 | 3'962 CHF | 3'750 CHF | 94.69% | 94.69% |
21.05.2024 | 115.61% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'437 | 250'000 | 3'949 CHF | 3'750 CHF | 99.09% | 99.09% |
17.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.06% | 99.06% |
16.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'462 | 250'000 | 4'962 CHF | 3'750 CHF | 99.26% | 99.26% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'251 | 250'000 | 4'966 CHF | 3'750 CHF | 99.38% | 99.38% |