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 | 9.53% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'997'280 | 2'997'280 | 150'020 CHF | 165'020 CHF | 100.00% | 100.00% |
15.05.2024 | 10.36% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'992'160 | 2'992'160 | 137'880 CHF | 152'880 CHF | 99.90% | 99.90% |
14.05.2024 | 11.37% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 124'764 CHF | 139'764 CHF | 99.31% | 99.31% |
13.05.2024 | 11.44% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 123'873 CHF | 138'873 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 | 13.33% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 120'000 CHF | 99.77% | 99.77% |
07.05.2024 | 15.00% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'430 | 2'999'430 | 92'858 CHF | 107'858 CHF | 96.09% | 96.09% |
06.05.2024 | 15.83% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 87'628 CHF | 102'628 CHF | 100.00% | 100.00% |
03.05.2024 | 18.08% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'519 CHF | 90'519 CHF | 99.91% | 99.91% |
02.05.2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 90'000 CHF | 99.57% | 99.57% |