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 | 66.73% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'984'870 | 2'984'870 | 29'849 CHF | 59'725 CHF | 100.00% | 100.00% |
15.05.2024 | 66.83% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'980'110 | 2'980'110 | 29'801 CHF | 59'677 CHF | 100.00% | 100.00% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'410 | 2'987'410 | 29'874 CHF | 59'750 CHF | 100.00% | 100.00% |
13.05.2024 | 64.20% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 32'094 CHF | 61'970 CHF | 100.00% | 100.00% |
10.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 44'815 CHF | 74'691 CHF | 100.00% | 100.00% |
08.05.2024 | 50.01% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'150 | 2'987'150 | 44'807 CHF | 74'682 CHF | 98.83% | 98.83% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'280 | 2'987'280 | 29'873 CHF | 59'746 CHF | 97.66% | 97.66% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 29'876 CHF | 59'753 CHF | 100.00% | 100.00% |
03.05.2024 | 54.47% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 40'788 CHF | 70'664 CHF | 100.00% | 100.00% |
02.05.2024 | 51.30% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 43'641 CHF | 73'517 CHF | 100.00% | 100.00% |