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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
16.05.2024 | 46.87% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'140 | 2'998'140 | 37'787 CHF | 60'042 CHF | 100.00% | 100.00% |
15.05.2024 | 59.21% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'992'380 | 2'992'380 | 29'924 CHF | 55'632 CHF | 100.00% | 100.00% |
14.05.2024 | 40.01% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 40'440 CHF | 59'954 CHF | 100.00% | 100.00% |
13.05.2024 | 49.49% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 36'732 CHF | 59'978 CHF | 100.00% | 100.00% |
10.05.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
08.05.2024 | 53.05% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 30'483 CHF | 53'036 CHF | 99.29% | 99.29% |
07.05.2024 | 60.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'998'340 | 2'996'380 | 32'598 CHF | 59'927 CHF | 100.00% | 100.00% |
06.05.2024 | 30.04% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 44'374 CHF | 59'977 CHF | 100.00% | 100.00% |
03.05.2024 | 31.31% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 43'973 CHF | 60'118 CHF | 100.00% | 100.00% |