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 | 33.39% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'985'710 | 2'985'710 | 74'579 CHF | 104'455 CHF | 100.00% | 100.00% |
15.05.2024 | 38.70% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'979'780 | 2'979'780 | 62'827 CHF | 92'703 CHF | 100.00% | 100.00% |
14.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'570 | 2'987'570 | 59'751 CHF | 89'627 CHF | 99.67% | 99.67% |
13.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 59'753 CHF | 89'630 CHF | 100.00% | 100.00% |
08.05.2024 | 49.76% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'180 | 2'987'180 | 45'175 CHF | 75'050 CHF | 99.06% | 99.06% |
07.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'290 | 2'987'290 | 44'809 CHF | 74'683 CHF | 97.65% | 97.65% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |