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 | 33.35% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'984'920 | 2'984'920 | 74'720 CHF | 104'596 CHF | 100.00% | 100.00% |
15.05.2024 | 31.98% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'979'830 | 2'979'830 | 79'085 CHF | 108'961 CHF | 100.00% | 100.00% |
14.05.2024 | 33.26% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'590 | 2'987'590 | 74'932 CHF | 104'808 CHF | 99.67% | 99.67% |
13.05.2024 | 33.22% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 75'063 CHF | 104'939 CHF | 100.00% | 100.00% |
10.05.2024 | 32.40% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 77'617 CHF | 107'493 CHF | 100.00% | 100.00% |
08.05.2024 | 32.41% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'100 | 2'987'100 | 77'607 CHF | 107'482 CHF | 98.44% | 98.44% |
07.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'240 | 2'987'240 | 74'681 CHF | 104'554 CHF | 97.67% | 97.67% |
06.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |
03.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |
02.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |