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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 15.38% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 105'000 CHF | 100.00% | 100.00% |
21.05.2024 | 15.95% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'997'960 | 2'997'960 | 86'988 CHF | 101'988 CHF | 100.00% | 100.00% |
17.05.2024 | 12.24% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 115'434 CHF | 130'434 CHF | 100.00% | 100.00% |
16.05.2024 | 11.78% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'997'330 | 2'997'330 | 119'893 CHF | 134'893 CHF | 100.00% | 100.00% |
15.05.2024 | 10.69% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'992'210 | 2'992'210 | 133'343 CHF | 148'343 CHF | 99.83% | 99.83% |
14.05.2024 | 10.39% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'720 | 2'999'720 | 136'989 CHF | 151'989 CHF | 99.89% | 99.89% |
13.05.2024 | 9.66% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 147'990 CHF | 162'990 CHF | 100.00% | 100.00% |
10.05.2024 | 10.38% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 137'226 CHF | 152'226 CHF | 100.00% | 100.00% |
08.05.2024 | 8.56% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 167'891 CHF | 182'891 CHF | 99.29% | 99.29% |
07.05.2024 | 8.70% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'998'700 | 2'998'700 | 164'929 CHF | 179'929 CHF | 100.00% | 100.00% |