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 | 29.01% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'963'410 | 2'963'410 | 88'902 CHF | 118'629 CHF | 100.00% | 100.00% |
15.05.2024 | 26.10% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'950'940 | 2'950'940 | 100'631 CHF | 130'280 CHF | 100.00% | 100.00% |
14.05.2024 | 25.31% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'927'840 | 2'927'840 | 102'676 CHF | 132'020 CHF | 99.99% | 99.99% |
13.05.2024 | 25.08% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'959'760 | 2'959'760 | 105'138 CHF | 134'798 CHF | 100.00% | 100.00% |
10.05.2024 | 24.97% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'810'080 | 2'810'080 | 100'319 CHF | 128'479 CHF | 100.00% | 100.00% |
08.05.2024 | 24.89% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'907'240 | 2'907'240 | 103'703 CHF | 132'839 CHF | 98.98% | 98.98% |
07.05.2024 | 25.34% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'955'330 | 2'955'330 | 103'627 CHF | 133'248 CHF | 97.82% | 97.82% |
06.05.2024 | 23.13% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'763'020 | 2'763'020 | 107'443 CHF | 135'132 CHF | 100.00% | 100.00% |
03.05.2024 | 21.05% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'520'510 | 2'520'510 | 109'067 CHF | 134'322 CHF | 99.87% | 99.87% |
02.05.2024 | 18.48% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'250'930 | 2'250'930 | 112'482 CHF | 135'034 CHF | 99.99% | 99.99% |