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 | 20.26% | 0.05 CHF | 0.06 CHF | 2'691'900 | 2'691'900 | 2'688'760 | 2'688'760 | 119'586 CHF | 146'497 CHF | 100.00% | 100.00% |
15.05.2024 | 25.91% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'992'180 | 2'992'180 | 101'311 CHF | 131'311 CHF | 100.00% | 100.00% |
14.05.2024 | 28.99% | 0.03 CHF | 0.04 CHF | 2'719'900 | 2'719'900 | 2'786'840 | 2'786'840 | 82'364 CHF | 110'232 CHF | 99.71% | 99.71% |
13.05.2024 | 25.90% | 0.04 CHF | 0.05 CHF | 2'942'200 | 2'942'200 | 2'942'200 | 2'942'200 | 99'271 CHF | 128'693 CHF | 99.87% | 99.87% |
10.05.2024 | 27.41% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 94'871 CHF | 124'871 CHF | 100.00% | 100.00% |
08.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 98.62% | 98.62% |
07.05.2024 | 32.96% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'880 | 2'999'880 | 76'192 CHF | 106'191 CHF | 99.42% | 99.42% |
06.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 105'000 CHF | 100.00% | 100.00% |
03.05.2024 | 36.02% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 68'948 CHF | 98'948 CHF | 100.00% | 100.00% |
02.05.2024 | 33.05% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 76'433 CHF | 106'433 CHF | 98.56% | 98.56% |