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 | 33.38% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'984'890 | 2'984'890 | 74'622 CHF | 104'498 CHF | 100.00% | 100.00% |
15.05.2024 | 33.46% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'979'810 | 2'979'810 | 74'495 CHF | 104'372 CHF | 100.00% | 100.00% |
14.05.2024 | 29.78% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'560 | 2'987'560 | 85'814 CHF | 115'690 CHF | 99.69% | 99.69% |
13.05.2024 | 33.31% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'560 | 2'987'560 | 74'775 CHF | 104'651 CHF | 99.46% | 99.46% |
10.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 74'691 CHF | 104'568 CHF | 100.00% | 100.00% |
08.05.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'190 | 2'987'190 | 74'680 CHF | 104'555 CHF | 99.08% | 99.08% |
07.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'500 | 2'987'500 | 74'688 CHF | 104'563 CHF | 99.53% | 99.53% |
06.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |
03.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |
02.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'620 | 2'987'620 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |