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 | 49.36% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'985'660 | 2'985'660 | 45'808 CHF | 75'684 CHF | 100.00% | 100.00% |
15.05.2024 | 50.10% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'979'910 | 2'979'910 | 44'774 CHF | 74'650 CHF | 100.00% | 100.00% |
14.05.2024 | 42.71% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'430 | 2'987'430 | 55'682 CHF | 85'558 CHF | 100.00% | 100.00% |
13.05.2024 | - | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'622'900 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.47% |
10.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 44'814 CHF | 74'691 CHF | 100.00% | 100.00% |
08.05.2024 | 50.01% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'120 | 2'987'120 | 44'807 CHF | 74'682 CHF | 98.93% | 98.93% |
07.05.2024 | 52.32% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'240 | 2'987'240 | 42'726 CHF | 72'602 CHF | 99.47% | 99.47% |
06.05.2024 | 60.73% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 35'154 CHF | 65'030 CHF | 100.00% | 100.00% |
03.05.2024 | 62.61% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 33'530 CHF | 63'406 CHF | 100.00% | 100.00% |
02.05.2024 | 50.48% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'450 | 2'987'450 | 44'377 CHF | 74'252 CHF | 98.56% | 98.56% |