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 | 50.05% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'997'360 | 2'997'360 | 44'960 CHF | 74'960 CHF | 100.00% | 100.00% |
15.05.2024 | 50.15% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'992'330 | 2'992'330 | 44'885 CHF | 74'885 CHF | 100.00% | 100.00% |
14.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'830 | 2'999'830 | 44'997 CHF | 74'997 CHF | 100.00% | 100.00% |
13.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 75'000 CHF | 99.50% | 99.50% |
10.05.2024 | 49.88% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'186 CHF | 75'186 CHF | 100.00% | 100.00% |
08.05.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 59'993 CHF | 89'993 CHF | 98.93% | 98.93% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 59'999 CHF | 89'999 CHF | 99.40% | 99.40% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 98.59% | 98.59% |