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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 31.66% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 80'259 CHF | 110'259 CHF | 100.00% | 100.00% |
13.06.2024 | 33.38% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'996'870 | 2'996'870 | 74'922 CHF | 104'922 CHF | 100.00% | 100.00% |
12.06.2024 | 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 | 99.97% | 99.97% |
11.06.2024 | 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% |
10.06.2024 | 29.13% | 0.03 CHF | 0.04 CHF | 2'810'000 | 2'810'000 | 2'777'950 | 2'777'950 | 81'696 CHF | 109'476 CHF | 100.00% | 100.00% |
07.06.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'640'400 | 2'640'400 | 2'642'540 | 2'642'540 | 92'489 CHF | 118'914 CHF | 100.00% | 100.00% |
05.06.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'815'000 | 2'815'000 | 2'801'490 | 2'801'490 | 98'052 CHF | 126'068 CHF | 100.00% | 100.00% |
04.06.2024 | 25.07% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 104'726 CHF | 134'726 CHF | 100.00% | 100.00% |
03.06.2024 | 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 | 100.00% | 100.00% |
31.05.2024 | 30.42% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 84'183 CHF | 114'183 CHF | 99.70% | 99.70% |