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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 39.43% | 0.02 CHF | 0.03 CHF | 2'752'100 | 2'752'100 | 1'335'180 | 1'335'180 | 27'521 CHF | 40'917 CHF | 100.00% | 100.00% |
14.05.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'465'960 | 1'465'960 | 29'319 CHF | 44'005 CHF | 100.00% | 100.00% |
13.05.2024 | 48.45% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'619'780 | 1'619'780 | 27'388 CHF | 43'612 CHF | 100.00% | 100.00% |
10.05.2024 | 43.94% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'597'690 | 1'597'690 | 28'591 CHF | 44'594 CHF | 100.00% | 100.00% |
08.05.2024 | 44.68% | 0.02 CHF | 0.03 CHF | 2'995'300 | 2'995'300 | 1'414'240 | 1'414'240 | 24'143 CHF | 38'308 CHF | 98.75% | 98.75% |
07.05.2024 | 33.78% | 0.03 CHF | 0.04 CHF | 2'666'700 | 2'666'700 | 1'311'560 | 1'311'560 | 32'789 CHF | 45'926 CHF | 97.81% | 97.81% |
06.05.2024 | 34.62% | 0.02 CHF | 0.03 CHF | 2'759'900 | 2'759'900 | 1'349'190 | 1'349'190 | 32'824 CHF | 46'336 CHF | 100.00% | 100.00% |
03.05.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'382'410 | 1'382'410 | 27'657 CHF | 41'504 CHF | 100.00% | 100.00% |
02.05.2024 | 40.49% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'463'660 | 1'463'660 | 29'256 CHF | 43'915 CHF | 100.00% | 100.00% |
30.04.2024 | 33.55% | 0.03 CHF | 0.04 CHF | 2'397'800 | 2'397'800 | 1'163'550 | 1'163'550 | 29'260 CHF | 40'917 CHF | 99.27% | 99.27% |