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 | 31.67% | 0.03 CHF | 0.04 CHF | 2'179'900 | 2'179'900 | 2'169'910 | 2'169'910 | 58'119 CHF | 79'838 CHF | 100.00% | 100.00% |
15.05.2024 | 28.69% | 0.03 CHF | 0.04 CHF | 2'096'100 | 2'096'100 | 2'082'180 | 2'082'180 | 62'447 CHF | 83'321 CHF | 100.00% | 100.00% |
14.05.2024 | 28.93% | 0.03 CHF | 0.04 CHF | 2'467'600 | 2'467'600 | 2'460'200 | 2'460'200 | 72'855 CHF | 97'458 CHF | 99.98% | 99.98% |
13.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'787'800 | 2'787'800 | 2'777'280 | 2'777'280 | 69'432 CHF | 97'205 CHF | 100.00% | 100.00% |
10.05.2024 | 35.28% | 0.02 CHF | 0.03 CHF | 2'773'300 | 2'773'300 | 2'746'260 | 2'746'260 | 64'618 CHF | 92'080 CHF | 100.00% | 100.00% |
08.05.2024 | 39.32% | 0.03 CHF | 0.04 CHF | 2'659'100 | 2'659'100 | 2'647'730 | 2'647'730 | 54'320 CHF | 80'801 CHF | 99.06% | 99.06% |
07.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'765'800 | 2'765'800 | 2'758'980 | 2'758'980 | 68'974 CHF | 96'565 CHF | 97.66% | 97.66% |
06.05.2024 | 36.09% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'560 | 2'987'560 | 68'493 CHF | 98'369 CHF | 100.00% | 100.00% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'620 | 2'987'620 | 59'752 CHF | 89'629 CHF | 100.00% | 100.00% |