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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'168'200 | 2'168'200 | 2'168'200 | 2'168'200 | 97'571 CHF | 119'253 CHF | 100.00% | 100.00% |
17.04.2024 | 19.82% | 0.05 CHF | 0.06 CHF | 2'099'800 | 2'099'800 | 2'094'240 | 2'094'240 | 95'672 CHF | 116'655 CHF | 100.00% | 100.00% |
16.04.2024 | 18.73% | 0.05 CHF | 0.06 CHF | 2'052'400 | 2'052'400 | 2'053'000 | 2'053'000 | 99'543 CHF | 120'073 CHF | 99.63% | 99.63% |
15.04.2024 | 18.29% | 0.05 CHF | 0.06 CHF | 2'015'800 | 2'015'800 | 2'022'620 | 2'022'620 | 100'568 CHF | 120'794 CHF | 99.57% | 99.57% |
12.04.2024 | 19.15% | 0.05 CHF | 0.06 CHF | 2'025'300 | 2'025'300 | 2'025'300 | 2'025'300 | 95'875 CHF | 116'128 CHF | 100.00% | 100.00% |
11.04.2024 | 18.73% | 0.05 CHF | 0.06 CHF | 1'691'900 | 1'691'900 | 1'691'870 | 1'691'870 | 82'044 CHF | 98'963 CHF | 99.97% | 99.97% |
10.04.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 1'834'700 | 1'834'700 | 1'835'920 | 1'835'920 | 102'524 CHF | 120'884 CHF | 100.00% | 100.00% |
09.04.2024 | 17.13% | 0.06 CHF | 0.07 CHF | 1'946'200 | 1'946'200 | 1'932'300 | 1'932'300 | 103'400 CHF | 122'723 CHF | 99.80% | 99.80% |
08.04.2024 | 16.77% | 0.05 CHF | 0.06 CHF | 1'582'000 | 1'582'000 | 1'621'260 | 1'621'260 | 88'646 CHF | 104'859 CHF | 100.00% | 100.00% |
05.04.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'776'200 | 1'776'200 | 1'739'800 | 1'739'800 | 104'383 CHF | 121'781 CHF | 100.00% | 100.00% |