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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 49.15% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'961'770 | 2'905'190 | 29'618 CHF | 48'250 CHF | 99.29% | 99.29% |
07.05.2024 | 45.60% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'976'810 | 2'906'040 | 29'768 CHF | 46'734 CHF | 100.00% | 100.00% |
06.05.2024 | 41.16% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'440 | 2'908'680 | 29'561 CHF | 43'597 CHF | 100.00% | 100.00% |
03.05.2024 | 44.46% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'988'870 | 2'908'760 | 28'776 CHF | 43'670 CHF | 100.00% | 100.00% |
02.05.2024 | 46.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'990'410 | 2'908'910 | 28'353 CHF | 43'554 CHF | 100.00% | 100.00% |
30.04.2024 | 49.04% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'962'530 | 2'905'160 | 29'625 CHF | 48'188 CHF | 100.00% | 100.00% |
29.04.2024 | 43.18% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'800 | 2'908'370 | 29'878 CHF | 45'411 CHF | 100.00% | 100.00% |
26.04.2024 | 43.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'984'450 | 2'907'910 | 29'611 CHF | 44'805 CHF | 99.54% | 99.54% |
25.04.2024 | 57.73% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'860 | 2'905'270 | 28'148 CHF | 49'950 CHF | 99.92% | 99.92% |
24.04.2024 | 65.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'957'210 | 2'904'650 | 30'294 CHF | 58'230 CHF | 100.00% | 100.00% |