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 | 22.25% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'997'360 | 2'997'360 | 59'947 CHF | 74'947 CHF | 100.00% | 100.00% |
15.05.2024 | 22.36% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'992'380 | 2'992'380 | 59'743 CHF | 74'743 CHF | 100.00% | 100.00% |
14.05.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'860 | 2'999'860 | 59'997 CHF | 74'997 CHF | 99.77% | 99.77% |
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 | 22.23% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'610 | 2'999'610 | 59'992 CHF | 74'992 CHF | 99.45% | 99.45% |
07.05.2024 | 20.69% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'998'960 | 2'998'960 | 65'691 CHF | 80'691 CHF | 99.95% | 99.95% |
06.05.2024 | 18.14% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'250 CHF | 90'250 CHF | 100.00% | 100.00% |
03.05.2024 | 17.59% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 78'168 CHF | 93'168 CHF | 100.00% | 100.00% |
02.05.2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 90'000 CHF | 99.56% | 99.56% |