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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.06.2024 | 20.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'223 CHF | 27'611 CHF | 99.58% | 99.58% |
26.06.2024 | 24.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'574 CHF | 23'287 CHF | 99.59% | 99.59% |
25.06.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.57% | 99.57% |
24.06.2024 | 21.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'850 CHF | 25'925 CHF | 93.88% | 93.88% |
21.06.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'244 CHF | 25'122 CHF | 99.24% | 99.24% |
20.06.2024 | 22.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'100 CHF | 24'550 CHF | 99.56% | 99.56% |
19.06.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.59% | 99.59% |
18.06.2024 | 20.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'908 CHF | 27'454 CHF | 99.53% | 99.53% |
17.06.2024 | 21.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'048 CHF | 25'524 CHF | 99.60% | 99.60% |
14.06.2024 | 20.06% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'359 CHF | 27'680 CHF | 99.68% | 99.68% |