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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'870 | 250'000 | 9'949 CHF | 5'000 CHF | 99.39% | 99.39% |
12.06.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'818 | 250'000 | 9'958 CHF | 5'000 CHF | 99.39% | 99.39% |
11.06.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'477 | 250'000 | 9'965 CHF | 5'000 CHF | 99.38% | 99.38% |
10.06.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'148 | 250'000 | 9'961 CHF | 5'000 CHF | 97.23% | 97.23% |
07.06.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'094 | 250'000 | 9'931 CHF | 5'000 CHF | 99.16% | 99.16% |
05.06.2024 | 58.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'109 | 250'000 | 12'503 CHF | 5'646 CHF | 99.24% | 99.24% |
04.06.2024 | 53.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'969 | 250'000 | 13'760 CHF | 5'963 CHF | 99.37% | 99.37% |
03.06.2024 | 59.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'184 | 250'000 | 12'033 CHF | 5'518 CHF | 99.39% | 99.39% |
31.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'327 | 250'000 | 14'945 CHF | 6'250 CHF | 99.37% | 99.37% |
30.05.2024 | 50.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'391 | 250'000 | 14'885 CHF | 6'242 CHF | 98.61% | 98.61% |