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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 65.87% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 59'555 CHF | 100.00% | 100.00% |
16.05.2024 | 40.13% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'997'520 | 2'997'520 | 29'975 CHF | 45'024 CHF | 100.00% | 100.00% |
15.05.2024 | 66.83% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'992'440 | 2'992'440 | 29'924 CHF | 59'924 CHF | 100.00% | 100.00% |
14.05.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'720 | 2'999'720 | 44'987 CHF | 59'987 CHF | 100.00% | 100.00% |
13.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
10.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
08.05.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'690 | 2'999'690 | 44'995 CHF | 59'995 CHF | 96.63% | 96.63% |
07.05.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'500 | 2'999'500 | 44'993 CHF | 59'993 CHF | 98.36% | 98.36% |
06.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
03.05.2024 | 24.37% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 54'930 CHF | 69'930 CHF | 100.00% | 100.00% |