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 | 40.05% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'984'900 | 2'984'900 | 59'698 CHF | 89'574 CHF | 100.00% | 100.00% |
15.05.2024 | 40.14% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'979'690 | 2'979'690 | 59'594 CHF | 89'470 CHF | 100.00% | 100.00% |
14.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'610 | 2'987'610 | 59'752 CHF | 89'628 CHF | 99.98% | 99.98% |
13.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 59'753 CHF | 89'630 CHF | 100.00% | 100.00% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
08.05.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'210 | 2'987'210 | 59'744 CHF | 89'620 CHF | 99.06% | 99.06% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'330 | 2'987'330 | 59'747 CHF | 89'620 CHF | 97.65% | 97.65% |
06.05.2024 | 39.89% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 60'006 CHF | 89'883 CHF | 100.00% | 100.00% |
03.05.2024 | 34.86% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 71'249 CHF | 101'125 CHF | 99.99% | 99.99% |
02.05.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'684 CHF | 104'560 CHF | 100.00% | 100.00% |