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 | 40.05% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'997'360 | 2'997'360 | 29'974 CHF | 44'974 CHF | 100.00% | 100.00% |
15.05.2024 | 50.36% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'992'370 | 2'992'370 | 27'350 CHF | 44'898 CHF | 100.00% | 100.00% |
14.05.2024 | 40.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 30'000 CHF | 45'000 CHF | 99.76% | 99.76% |
13.05.2024 | 40.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 45'000 CHF | 100.00% | 100.00% |
10.05.2024 | 40.73% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 45'410 CHF | 100.00% | 100.00% |
08.05.2024 | 45.81% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'610 | 2'999'610 | 29'996 CHF | 48'259 CHF | 99.44% | 99.44% |
07.05.2024 | 61.99% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'970 | 2'998'970 | 29'990 CHF | 57'344 CHF | 99.95% | 99.95% |
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 | 32.18% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 43'579 CHF | 60'046 CHF | 100.00% | 100.00% |
02.05.2024 | 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 | 99.64% | 99.64% |