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 | 50.56% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'969'780 | 2'969'780 | 44'547 CHF | 74'328 CHF | 100.00% | 100.00% |
15.05.2024 | 50.67% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'964'260 | 2'964'260 | 44'464 CHF | 74'246 CHF | 100.00% | 100.00% |
14.05.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'930 | 2'971'930 | 44'579 CHF | 74'372 CHF | 99.70% | 99.70% |
13.05.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'900 | 2'971'900 | 44'579 CHF | 74'360 CHF | 100.00% | 100.00% |
10.05.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'930 | 2'971'930 | 44'579 CHF | 74'361 CHF | 100.00% | 100.00% |
08.05.2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'610 | 2'971'610 | 44'574 CHF | 74'354 CHF | 99.12% | 99.12% |
07.05.2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'450 | 2'971'450 | 44'572 CHF | 74'353 CHF | 99.77% | 99.77% |
06.05.2024 | 50.81% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'957'600 | 2'957'600 | 44'364 CHF | 74'146 CHF | 100.00% | 100.00% |
03.05.2024 | 42.06% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'970 | 2'971'970 | 57'064 CHF | 86'846 CHF | 100.00% | 100.00% |
02.05.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'910 | 2'971'910 | 59'438 CHF | 89'220 CHF | 100.00% | 100.00% |