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 | 33.29% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'737'760 | 1'737'760 | 43'510 CHF | 60'920 CHF | 98.71% | 98.71% |
13.05.2024 | 32.78% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'395'560 | 2'395'560 | 63'021 CHF | 87'039 CHF | 99.49% | 99.49% |
10.05.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'416'750 | 2'416'750 | 60'419 CHF | 84'649 CHF | 100.00% | 100.00% |
08.05.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'517'020 | 2'517'020 | 50'343 CHF | 75'577 CHF | 99.12% | 99.12% |
07.05.2024 | 34.09% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'298'440 | 2'298'440 | 56'749 CHF | 79'796 CHF | 99.76% | 99.76% |
06.05.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'310'910 | 2'310'910 | 57'773 CHF | 80'942 CHF | 100.00% | 100.00% |
03.05.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'372'220 | 2'372'220 | 59'306 CHF | 83'090 CHF | 99.71% | 99.71% |
02.05.2024 | 39.83% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'667'890 | 2'667'890 | 54'807 CHF | 81'549 CHF | 100.00% | 100.00% |
30.04.2024 | 40.49% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'555'740 | 2'555'740 | 51'115 CHF | 76'743 CHF | 100.00% | 100.00% |
29.04.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'280'860 | 2'280'860 | 45'617 CHF | 68'489 CHF | 99.80% | 99.80% |