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 | 25.40% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'841'370 | 2'841'370 | 99'448 CHF | 127'953 CHF | 100.00% | 100.00% |
15.05.2024 | 25.48% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'871'990 | 2'871'990 | 100'472 CHF | 129'333 CHF | 100.00% | 100.00% |
14.05.2024 | 25.37% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'857'070 | 2'857'070 | 99'998 CHF | 128'633 CHF | 100.00% | 100.00% |
13.05.2024 | 25.71% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'890'650 | 2'890'650 | 100'033 CHF | 129'002 CHF | 100.00% | 100.00% |
10.05.2024 | 28.74% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'954'700 | 2'954'700 | 89'607 CHF | 119'217 CHF | 100.00% | 100.00% |
08.05.2024 | 27.15% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'927'580 | 2'927'580 | 95'176 CHF | 124'516 CHF | 98.97% | 98.97% |
07.05.2024 | 27.92% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'941'010 | 2'941'010 | 92'646 CHF | 122'122 CHF | 97.82% | 97.82% |
06.05.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'858'080 | 2'858'080 | 100'033 CHF | 128'676 CHF | 100.00% | 100.00% |
03.05.2024 | 25.37% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'782'830 | 2'782'830 | 97'326 CHF | 125'214 CHF | 99.97% | 99.97% |
02.05.2024 | 22.77% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'601'990 | 2'601'990 | 102'921 CHF | 129'003 CHF | 99.98% | 99.98% |