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 | 40.03% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'250 | 2'998'250 | 29'983 CHF | 44'983 CHF | 100.00% | 100.00% |
15.05.2024 | 64.65% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'992'360 | 2'992'360 | 29'924 CHF | 58'696 CHF | 100.00% | 100.00% |
14.05.2024 | 29.85% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'720 | 2'999'720 | 44'465 CHF | 59'967 CHF | 100.00% | 100.00% |
13.05.2024 | 44.82% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 38'539 CHF | 59'940 CHF | 100.00% | 100.00% |
10.05.2024 | 52.37% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 35'595 CHF | 59'974 CHF | 100.00% | 100.00% |
08.05.2024 | 28.82% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'982'950 | 2'982'950 | 44'744 CHF | 59'744 CHF | 99.67% | 99.67% |
07.05.2024 | 28.59% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'880 | 2'998'880 | 44'983 CHF | 59'983 CHF | 99.69% | 99.69% |
06.05.2024 | 23.44% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 57'127 CHF | 72'127 CHF | 100.00% | 100.00% |
03.05.2024 | 19.54% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 69'940 CHF | 84'940 CHF | 100.00% | 100.00% |
02.05.2024 | 15.02% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 92'663 CHF | 107'663 CHF | 99.56% | 99.56% |