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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 11.78% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'997'720 | 2'997'720 | 119'909 CHF | 134'909 CHF | 100.00% | 100.00% |
15.05.2024 | 11.82% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'992'220 | 2'992'220 | 119'689 CHF | 134'689 CHF | 99.90% | 99.90% |
14.05.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 135'000 CHF | 99.31% | 99.31% |
13.05.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 135'000 CHF | 100.00% | 100.00% |
10.05.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 135'000 CHF | 100.00% | 100.00% |
08.05.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 135'000 CHF | 150'000 CHF | 99.77% | 99.77% |
07.05.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'410 | 2'999'410 | 134'973 CHF | 149'973 CHF | 96.09% | 96.09% |
06.05.2024 | 9.78% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 146'136 CHF | 161'136 CHF | 100.00% | 100.00% |
03.05.2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 150'000 CHF | 165'000 CHF | 99.91% | 99.91% |
02.05.2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 150'000 CHF | 165'000 CHF | 99.57% | 99.57% |