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 | 28.58% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'997'280 | 2'997'280 | 45'042 CHF | 60'042 CHF | 100.00% | 100.00% |
15.05.2024 | 22.31% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'992'500 | 2'992'500 | 59'850 CHF | 74'850 CHF | 100.00% | 100.00% |
14.05.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'980 | 2'999'980 | 60'000 CHF | 75'000 CHF | 99.32% | 99.32% |
13.05.2024 | 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% |
10.05.2024 | 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% |
08.05.2024 | 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 | 99.77% | 99.77% |
07.05.2024 | 22.34% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'540 | 2'999'540 | 59'735 CHF | 74'735 CHF | 98.37% | 98.37% |
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 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 99.91% | 99.91% |
02.05.2024 | 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 | 99.59% | 99.59% |