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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 28.68% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'356'180 | 2'356'180 | 72'581 CHF | 96'211 CHF | 99.79% | 99.79% |
22.05.2024 | 32.44% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'659'580 | 2'659'580 | 70'513 CHF | 97'171 CHF | 100.00% | 100.00% |
21.05.2024 | 17.66% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'711'810 | 1'711'810 | 87'396 CHF | 104'553 CHF | 99.20% | 99.20% |
17.05.2024 | 17.16% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'684'620 | 1'684'620 | 90'872 CHF | 107'756 CHF | 100.00% | 100.00% |
16.05.2024 | 16.79% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'644'950 | 1'644'950 | 92'201 CHF | 108'716 CHF | 100.00% | 100.00% |
15.05.2024 | 20.11% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'793'060 | 1'793'060 | 85'950 CHF | 104'025 CHF | 100.00% | 100.00% |
14.05.2024 | 15.25% | 0.04 CHF | 0.05 CHF | 2'905'700 | 2'905'700 | 1'494'870 | 1'494'870 | 88'781 CHF | 103'765 CHF | 100.00% | 100.00% |
13.05.2024 | 12.78% | 0.06 CHF | 0.07 CHF | 2'473'700 | 2'473'700 | 1'256'800 | 1'256'800 | 90'006 CHF | 102'600 CHF | 100.00% | 100.00% |
10.05.2024 | 14.21% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'455'360 | 1'455'360 | 101'853 CHF | 116'437 CHF | 100.00% | 100.00% |
08.05.2024 | 15.90% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'723'520 | 1'723'520 | 105'370 CHF | 122'649 CHF | 95.77% | 95.77% |