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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 26.82% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'945'340 | 1'945'340 | 64'180 CHF | 83'677 CHF | 100.00% | 100.00% |
13.05.2024 | 28.22% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'930'270 | 1'930'270 | 61'033 CHF | 80'375 CHF | 100.00% | 100.00% |
10.05.2024 | 26.75% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'911'020 | 1'911'020 | 63'319 CHF | 82'468 CHF | 100.00% | 100.00% |
08.05.2024 | 25.37% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'822'960 | 1'822'960 | 63'804 CHF | 82'072 CHF | 99.14% | 99.14% |
07.05.2024 | 25.42% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'942'370 | 1'942'370 | 67'935 CHF | 87'409 CHF | 100.00% | 100.00% |
06.05.2024 | 25.30% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'755'390 | 1'755'390 | 61'808 CHF | 79'397 CHF | 100.00% | 100.00% |
03.05.2024 | 21.10% | 0.04 CHF | 0.05 CHF | 2'662'300 | 2'662'300 | 1'499'010 | 1'499'010 | 63'767 CHF | 78'785 CHF | 100.00% | 100.00% |
02.05.2024 | 20.14% | 0.05 CHF | 0.06 CHF | 2'583'000 | 2'583'000 | 1'418'590 | 1'418'590 | 65'048 CHF | 79'261 CHF | 100.00% | 100.00% |
30.04.2024 | 20.28% | 0.05 CHF | 0.06 CHF | 2'827'600 | 2'827'600 | 1'558'750 | 1'558'750 | 70'490 CHF | 86'111 CHF | 100.00% | 100.00% |
29.04.2024 | 22.09% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'685'830 | 1'685'830 | 70'652 CHF | 87'544 CHF | 100.00% | 100.00% |