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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 30.48% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'992'140 | 2'992'140 | 84'113 CHF | 114'113 CHF | 100.00% | 100.00% |
14.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 90'000 CHF | 120'000 CHF | 98.53% | 98.53% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
10.05.2024 | 29.30% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 87'720 CHF | 117'720 CHF | 100.00% | 100.00% |
08.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 105'000 CHF | 99.24% | 99.24% |
07.05.2024 | 39.16% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'980 | 2'999'980 | 61'899 CHF | 91'899 CHF | 95.30% | 95.30% |
06.05.2024 | 34.51% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 72'362 CHF | 102'361 CHF | 100.00% | 100.00% |
03.05.2024 | 33.77% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 74'013 CHF | 104'013 CHF | 100.00% | 100.00% |
02.05.2024 | 37.06% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 66'623 CHF | 96'623 CHF | 100.00% | 100.00% |
30.04.2024 | 33.35% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'998'730 | 2'998'730 | 74'968 CHF | 104'968 CHF | 100.00% | 100.00% |