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 | 22.26% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'997'160 | 2'997'160 | 59'943 CHF | 74'943 CHF | 100.00% | 100.00% |
15.05.2024 | 22.31% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'992'240 | 2'987'140 | 59'845 CHF | 74'717 CHF | 99.84% | 99.84% |
14.05.2024 | 26.95% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'660 | 2'999'660 | 48'841 CHF | 63'841 CHF | 99.89% | 99.89% |
13.05.2024 | 23.79% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 56'296 CHF | 71'296 CHF | 100.00% | 100.00% |
10.05.2024 | 23.40% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 57'217 CHF | 72'218 CHF | 100.00% | 100.00% |
08.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'900 | 2'999'900 | 44'998 CHF | 59'998 CHF | 99.17% | 99.17% |
07.05.2024 | 23.90% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'730 | 2'999'730 | 56'043 CHF | 71'043 CHF | 99.70% | 99.70% |
06.05.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 100.00% | 100.00% |
03.05.2024 | 22.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 59'289 CHF | 74'289 CHF | 98.78% | 98.78% |
02.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |