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 | 99.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 988'296 | 250'000 | 4'953 CHF | 3'753 CHF | 98.94% | 98.94% |
28.05.2024 | 70.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'406 CHF | 4'852 CHF | 99.20% | 99.20% |
27.05.2024 | 67.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'840 | 250'000 | 9'894 CHF | 4'984 CHF | 99.39% | 99.39% |
24.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'483 | 250'000 | 4'977 CHF | 3'750 CHF | 99.39% | 99.39% |
23.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'178 | 250'000 | 4'946 CHF | 3'750 CHF | 99.12% | 99.12% |
22.05.2024 | 96.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'056 | 250'000 | 5'445 CHF | 3'867 CHF | 97.94% | 97.94% |
21.05.2024 | 81.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 976'411 | 250'000 | 7'513 CHF | 4'428 CHF | 99.38% | 99.38% |
17.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.03% | 99.03% |
16.05.2024 | 65.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'430 CHF | 5'108 CHF | 99.23% | 99.23% |
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'411 | 250'000 | 9'924 CHF | 5'000 CHF | 99.38% | 99.38% |