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 | 74.24% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'957'020 | 2'957'020 | 26'559 CHF | 56'341 CHF | 100.00% | 100.00% |
14.05.2024 | 92.39% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'971'740 | 2'971'740 | 18'393 CHF | 48'174 CHF | 99.98% | 99.98% |
13.05.2024 | 99.01% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'971'890 | 2'971'890 | 15'538 CHF | 45'319 CHF | 100.00% | 100.00% |
10.05.2024 | 86.88% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'887'460 | 2'887'460 | 20'221 CHF | 49'158 CHF | 100.00% | 100.00% |
08.05.2024 | 76.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'970'590 | 2'970'590 | 25'899 CHF | 55'671 CHF | 95.77% | 95.77% |
07.05.2024 | 62.92% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'907'410 | 2'907'410 | 32'971 CHF | 62'113 CHF | 97.29% | 97.29% |
06.05.2024 | 56.65% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'978'560 | 2'978'560 | 39'051 CHF | 68'884 CHF | 98.41% | 98.41% |
03.05.2024 | 66.29% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'927'300 | 2'927'300 | 30'107 CHF | 59'442 CHF | 99.97% | 99.97% |
02.05.2024 | 56.18% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'947'140 | 2'947'140 | 39'137 CHF | 68'671 CHF | 100.00% | 100.00% |
30.04.2024 | 42.04% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'674'770 | 2'674'770 | 51'430 CHF | 78'246 CHF | 96.82% | 96.82% |