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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.28% | 99.28% |
29.05.2024 | 65.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'388 CHF | 5'097 CHF | 99.59% | 99.59% |
28.05.2024 | 42.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'283 | 250'000 | 18'390 CHF | 7'136 CHF | 99.80% | 99.80% |
27.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
24.05.2024 | 38.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'227 CHF | 7'807 CHF | 100.00% | 100.00% |
23.05.2024 | 35.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'729 CHF | 8'432 CHF | 99.69% | 99.69% |
22.05.2024 | 31.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'847 CHF | 9'212 CHF | 98.51% | 98.51% |
21.05.2024 | 25.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'361 | 250'000 | 33'958 CHF | 11'030 CHF | 100.00% | 100.00% |
17.05.2024 | 27.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'590 CHF | 10'398 CHF | 99.66% | 99.66% |
16.05.2024 | 28.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'714 CHF | 9'928 CHF | 99.86% | 99.86% |