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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 45.01% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'687'530 | 2'687'530 | 47'289 CHF | 74'222 CHF | 98.71% | 98.71% |
13.05.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'602'260 | 2'602'260 | 39'034 CHF | 65'119 CHF | 99.49% | 99.49% |
10.05.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'559'400 | 2'559'400 | 51'188 CHF | 76'844 CHF | 100.00% | 100.00% |
08.05.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'665'090 | 2'665'090 | 53'302 CHF | 80'016 CHF | 99.12% | 99.12% |
07.05.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'711'730 | 2'711'730 | 54'235 CHF | 81'418 CHF | 99.76% | 99.76% |
06.05.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'697'360 | 2'697'360 | 53'947 CHF | 80'983 CHF | 100.00% | 100.00% |
03.05.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'617'650 | 2'617'650 | 52'353 CHF | 78'592 CHF | 99.71% | 99.71% |
02.05.2024 | 34.44% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'302'580 | 2'302'580 | 56'065 CHF | 79'151 CHF | 100.00% | 100.00% |
30.04.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'325'150 | 2'325'150 | 58'199 CHF | 81'522 CHF | 100.00% | 100.00% |
29.04.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'021'990 | 2'021'990 | 50'550 CHF | 70'830 CHF | 99.80% | 99.80% |