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 | 22.26% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'997'050 | 2'997'050 | 59'941 CHF | 74'941 CHF | 100.00% | 100.00% |
15.05.2024 | 22.31% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'992'490 | 2'992'490 | 59'850 CHF | 74'850 CHF | 99.85% | 99.85% |
14.05.2024 | 22.23% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'700 | 2'999'700 | 59'994 CHF | 74'994 CHF | 100.00% | 100.00% |
13.05.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 100.00% | 100.00% |
10.05.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 100.00% | 100.00% |
08.05.2024 | 22.65% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 58'998 CHF | 73'998 CHF | 98.95% | 98.95% |
07.05.2024 | 22.23% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'640 | 2'999'640 | 59'993 CHF | 74'993 CHF | 99.34% | 99.34% |
06.05.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 100.00% | 100.00% |
03.05.2024 | 22.84% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 58'541 CHF | 73'541 CHF | 100.00% | 100.00% |
02.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |