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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 31.31% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'992'200 | 2'992'200 | 43'831 CHF | 59'871 CHF | 100.00% | 100.00% |
14.05.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 44'996 CHF | 59'996 CHF | 100.00% | 100.00% |
13.05.2024 | 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% |
10.05.2024 | 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% |
08.05.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'690 | 2'999'690 | 44'995 CHF | 59'995 CHF | 96.63% | 96.63% |
07.05.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'490 | 2'999'490 | 44'992 CHF | 59'992 CHF | 98.36% | 98.36% |
06.05.2024 | 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% |
03.05.2024 | 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% |
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 | 99.58% | 99.58% |
30.04.2024 | 28.59% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'760 | 2'998'760 | 44'981 CHF | 59'981 CHF | 100.00% | 100.00% |