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 | 33.36% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'985'690 | 2'985'690 | 74'642 CHF | 104'519 CHF | 100.00% | 100.00% |
15.05.2024 | 34.56% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'979'810 | 2'979'810 | 72'010 CHF | 101'886 CHF | 100.00% | 100.00% |
14.05.2024 | 33.35% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'580 | 2'987'580 | 74'644 CHF | 104'520 CHF | 99.67% | 99.67% |
13.05.2024 | 33.47% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'388 CHF | 104'264 CHF | 100.00% | 100.00% |
10.05.2024 | 35.27% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 70'343 CHF | 100'219 CHF | 100.00% | 100.00% |
08.05.2024 | 34.63% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'100 | 2'987'100 | 71'771 CHF | 101'646 CHF | 98.44% | 98.44% |
07.05.2024 | 32.79% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'270 | 2'987'270 | 76'397 CHF | 106'270 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 | 2'986'340 | 2'986'340 | 74'659 CHF | 104'522 CHF | 100.00% | 100.00% |
02.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'984'920 | 2'984'920 | 74'623 CHF | 104'472 CHF | 100.00% | 100.00% |