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 | 67.39% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'946'470 | 2'946'470 | 29'465 CHF | 59'067 CHF | 99.99% | 99.99% |
14.05.2024 | 67.23% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'971'530 | 2'971'530 | 29'715 CHF | 59'497 CHF | 100.00% | 100.00% |
13.05.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'971'910 | 2'971'910 | 29'719 CHF | 59'501 CHF | 100.00% | 100.00% |
10.05.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'899'380 | 2'899'380 | 28'994 CHF | 58'050 CHF | 100.00% | 100.00% |
08.05.2024 | 67.20% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'902'030 | 2'902'030 | 29'024 CHF | 58'108 CHF | 98.99% | 98.99% |
07.05.2024 | 51.21% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'970'910 | 2'970'910 | 43'957 CHF | 73'733 CHF | 97.81% | 97.81% |
06.05.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'960 | 2'971'960 | 44'579 CHF | 74'361 CHF | 100.00% | 100.00% |
03.05.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'920'840 | 2'920'840 | 43'813 CHF | 73'083 CHF | 100.00% | 100.00% |
02.05.2024 | 42.67% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'840 | 2'971'840 | 56'148 CHF | 85'929 CHF | 100.00% | 100.00% |
30.04.2024 | 48.95% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'970'870 | 2'970'870 | 46'945 CHF | 76'726 CHF | 100.00% | 100.00% |