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 | 22.26% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'997'120 | 2'997'120 | 59'942 CHF | 74'942 CHF | 100.00% | 100.00% |
15.05.2024 | 22.31% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'992'180 | 2'992'180 | 59'844 CHF | 74'844 CHF | 100.00% | 100.00% |
14.05.2024 | 25.18% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'680 | 2'999'680 | 53'014 CHF | 68'014 CHF | 100.00% | 100.00% |
13.05.2024 | 28.35% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'532 CHF | 60'532 CHF | 100.00% | 100.00% |
10.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 99.60% | 99.60% |
08.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'890 | 2'999'890 | 44'998 CHF | 59'998 CHF | 99.29% | 99.29% |
07.05.2024 | 28.59% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'440 | 2'998'440 | 44'977 CHF | 59'977 CHF | 100.00% | 100.00% |
06.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
03.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
02.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |