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 | 16.33% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'992'310 | 2'992'310 | 85'164 CHF | 100'164 CHF | 100.00% | 100.00% |
14.05.2024 | 11.90% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'720 | 2'999'720 | 118'712 CHF | 133'712 CHF | 100.00% | 100.00% |
13.05.2024 | 12.07% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 117'112 CHF | 132'112 CHF | 100.00% | 100.00% |
10.05.2024 | 11.81% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 119'710 CHF | 134'710 CHF | 100.00% | 100.00% |
08.05.2024 | 10.09% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'700 | 2'999'700 | 141'925 CHF | 156'925 CHF | 96.63% | 96.63% |
07.05.2024 | 10.52% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'510 | 2'992'320 | 135'296 CHF | 149'937 CHF | 98.36% | 98.36% |
06.05.2024 | 8.09% | 0.06 CHF | 0.06 CHF | 3'000'000 | 2'985'000 | 3'000'000 | 2'998'330 | 178'349 CHF | 193'248 CHF | 100.00% | 100.00% |
03.05.2024 | 5.15% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'999'970 | 294'386 CHF | 309'384 CHF | 100.00% | 100.00% |
02.05.2024 | 3.13% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'940 | 3'000'000 | 473'652 CHF | 488'661 CHF | 99.57% | 99.57% |
30.04.2024 | 4.22% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'998'940 | 2'998'920 | 348'125 CHF | 363'122 CHF | 100.00% | 100.00% |