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 | 31.54% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'897'160 | 1'897'160 | 53'325 CHF | 72'369 CHF | 100.00% | 100.00% |
15.05.2024 | 29.00% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'702'830 | 1'702'830 | 51'281 CHF | 68'396 CHF | 100.00% | 100.00% |
14.05.2024 | 25.38% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'688'050 | 1'688'050 | 59'082 CHF | 76'003 CHF | 97.02% | 97.02% |
13.05.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'620'850 | 1'620'850 | 56'730 CHF | 72'973 CHF | 99.86% | 99.86% |
10.05.2024 | 25.37% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'648'240 | 1'648'240 | 57'689 CHF | 74'209 CHF | 99.95% | 99.95% |
08.05.2024 | 22.84% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'548'990 | 1'548'990 | 60'938 CHF | 76'462 CHF | 98.18% | 98.18% |
07.05.2024 | 25.15% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'615'250 | 1'615'250 | 57'715 CHF | 73'903 CHF | 99.43% | 99.43% |
06.05.2024 | 23.34% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'534'520 | 1'534'520 | 58'018 CHF | 73'395 CHF | 100.00% | 100.00% |
03.05.2024 | 22.49% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'480'470 | 1'480'470 | 59'440 CHF | 74'275 CHF | 100.00% | 100.00% |
02.05.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'497'200 | 1'497'200 | 59'888 CHF | 74'891 CHF | 98.59% | 98.59% |