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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'927'010 | 1'463'510 | 58'540 CHF | 43'905 CHF | 99.60% | 99.60% |
28.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'916'540 | 1'458'270 | 58'331 CHF | 43'748 CHF | 93.67% | 93.67% |
27.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'710 | 1'460'860 | 58'434 CHF | 43'826 CHF | 100.00% | 100.00% |
23.05.2024 | 38.97% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'923'530 | 1'461'770 | 60'833 CHF | 45'043 CHF | 99.88% | 99.88% |
22.05.2024 | 33.63% | 0.03 CHF | 0.04 CHF | 3'000'000 | 1'500'000 | 2'921'820 | 1'460'910 | 72'369 CHF | 50'794 CHF | 100.00% | 100.00% |
21.05.2024 | 33.47% | 0.03 CHF | 0.04 CHF | 3'000'000 | 1'500'000 | 2'920'900 | 1'460'450 | 72'787 CHF | 51'007 CHF | 100.00% | 100.00% |
17.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 1'500'000 | 2'981'570 | 1'490'780 | 74'539 CHF | 52'177 CHF | 99.33% | 99.33% |
16.05.2024 | 33.38% | 0.03 CHF | 0.04 CHF | 3'000'000 | 1'500'000 | 2'996'590 | 1'498'300 | 74'915 CHF | 52'455 CHF | 99.25% | 99.25% |
15.05.2024 | 33.84% | 0.03 CHF | 0.04 CHF | 3'000'000 | 1'500'000 | 2'973'900 | 1'486'950 | 73'476 CHF | 51'647 CHF | 100.00% | 100.00% |