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 | 49.32% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'170 | 2'998'170 | 29'982 CHF | 50'201 CHF | 100.00% | 100.00% |
15.05.2024 | 55.79% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'992'320 | 2'992'320 | 29'923 CHF | 53'727 CHF | 99.54% | 99.54% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'890 | 2'999'890 | 29'999 CHF | 59'999 CHF | 99.85% | 99.85% |
13.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 60'000 CHF | 100.00% | 100.00% |
10.05.2024 | 58.16% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 55'215 CHF | 100.00% | 100.00% |
08.05.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 44'995 CHF | 59'995 CHF | 99.44% | 99.44% |
07.05.2024 | 22.82% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'400 | 2'998'400 | 58'612 CHF | 73'612 CHF | 100.00% | 100.00% |
06.05.2024 | 17.70% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 77'611 CHF | 92'611 CHF | 99.73% | 99.73% |
03.05.2024 | 15.28% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 91'070 CHF | 106'070 CHF | 99.48% | 99.48% |
02.05.2024 | 13.59% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 103'130 CHF | 118'130 CHF | 99.56% | 99.56% |