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 | 28.60% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'997'720 | 2'997'720 | 44'966 CHF | 59'966 CHF | 100.00% | 100.00% |
15.05.2024 | 22.40% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'992'470 | 2'992'470 | 59'630 CHF | 74'630 CHF | 99.89% | 99.89% |
14.05.2024 | 19.39% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 70'528 CHF | 85'528 CHF | 99.30% | 99.30% |
13.05.2024 | 18.43% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 74'083 CHF | 89'083 CHF | 100.00% | 100.00% |
10.05.2024 | 18.09% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'508 CHF | 90'508 CHF | 100.00% | 100.00% |
08.05.2024 | 13.33% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 120'000 CHF | 99.77% | 99.77% |
07.05.2024 | 10.55% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'420 | 2'999'420 | 135'523 CHF | 150'523 CHF | 96.09% | 96.09% |
06.05.2024 | 8.16% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 176'776 CHF | 191'776 CHF | 100.00% | 100.00% |
03.05.2024 | 6.95% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 208'862 CHF | 223'862 CHF | 99.91% | 99.91% |
02.05.2024 | 6.65% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 218'787 CHF | 233'787 CHF | 99.57% | 99.57% |