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 | 48.31% | 0.05 CHF | 0.08 CHF | 1'000'000 | 250'000 | 998'709 | 362'216 | 47'139 CHF | 28'237 CHF | 98.96% | 98.96% |
28.05.2024 | 37.93% | 0.06 CHF | 0.09 CHF | 850'000 | 425'000 | 780'169 | 401'049 | 49'944 CHF | 37'730 CHF | 99.19% | 99.19% |
27.05.2024 | 40.61% | 0.06 CHF | 0.09 CHF | 850'000 | 425'000 | 866'600 | 436'115 | 51'004 CHF | 38'742 CHF | 99.38% | 99.38% |
24.05.2024 | 49.75% | 0.06 CHF | 0.09 CHF | 1'000'000 | 500'000 | 999'221 | 318'065 | 45'477 CHF | 24'322 CHF | 99.38% | 99.38% |
23.05.2024 | 51.44% | 0.05 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'414 CHF | 18'354 CHF | 99.07% | 99.07% |
22.05.2024 | 55.62% | 0.04 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'049 CHF | 17'262 CHF | 97.92% | 97.92% |
21.05.2024 | 53.17% | 0.05 CHF | 0.08 CHF | 1'000'000 | 250'000 | 989'056 | 289'308 | 41'218 CHF | 21'046 CHF | 99.39% | 99.39% |
17.05.2024 | 45.85% | 0.05 CHF | 0.08 CHF | 1'000'000 | 250'000 | 978'533 | 468'703 | 49'336 CHF | 37'828 CHF | 99.02% | 99.02% |
16.05.2024 | 41.85% | 0.06 CHF | 0.09 CHF | 925'000 | 475'000 | 891'554 | 455'382 | 50'537 CHF | 39'463 CHF | 99.24% | 99.24% |
15.05.2024 | 39.16% | 0.06 CHF | 0.09 CHF | 850'000 | 425'000 | 818'724 | 418'215 | 50'365 CHF | 38'292 CHF | 99.38% | 99.38% |