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 | 7.16% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'998'000 | 2'997'920 | 203'093 CHF | 218'088 CHF | 100.00% | 100.00% |
15.05.2024 | 6.49% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'992'080 | 2'992'010 | 227'189 CHF | 242'184 CHF | 99.77% | 99.77% |
14.05.2024 | 7.80% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'999'510 | 2'999'510 | 185'246 CHF | 200'246 CHF | 100.00% | 100.00% |
13.05.2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 149'989 CHF | 164'989 CHF | 100.00% | 100.00% |
10.05.2024 | 9.95% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 143'579 CHF | 158'579 CHF | 99.61% | 99.61% |
08.05.2024 | 12.82% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'570 | 2'999'570 | 109'952 CHF | 124'952 CHF | 99.29% | 99.29% |
07.05.2024 | 11.71% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'998'400 | 2'997'940 | 120'708 CHF | 135'687 CHF | 100.00% | 100.00% |
06.05.2024 | 10.62% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 133'840 CHF | 148'840 CHF | 100.00% | 100.00% |
03.05.2024 | 12.55% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 112'445 CHF | 127'445 CHF | 100.00% | 100.00% |
02.05.2024 | 12.78% | 0.04 CHF | 0.04 CHF | 3'000'000 | 2'990'000 | 3'000'000 | 2'998'590 | 110'258 CHF | 125'202 CHF | 100.00% | 100.00% |