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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 21.04% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'901'380 | 1'901'380 | 82'460 CHF | 101'521 CHF | 100.00% | 100.00% |
30.04.2024 | 22.57% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'089'400 | 2'089'400 | 83'576 CHF | 104'529 CHF | 100.00% | 100.00% |
29.04.2024 | 22.54% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'107'800 | 2'107'800 | 84'312 CHF | 105'441 CHF | 99.66% | 99.66% |
26.04.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'140'040 | 2'140'040 | 85'602 CHF | 107'056 CHF | 99.52% | 99.52% |
25.04.2024 | 24.53% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'168'530 | 2'168'530 | 80'140 CHF | 101'890 CHF | 100.00% | 100.00% |
24.04.2024 | 22.57% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'176'820 | 2'176'820 | 87'073 CHF | 108'901 CHF | 99.82% | 99.82% |
23.04.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'150'590 | 2'150'590 | 86'024 CHF | 107'586 CHF | 100.00% | 100.00% |
22.04.2024 | 22.75% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'173'190 | 2'173'190 | 86'922 CHF | 108'797 CHF | 100.00% | 100.00% |
19.04.2024 | 22.64% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'145'810 | 2'145'810 | 85'832 CHF | 107'382 CHF | 100.00% | 100.00% |
18.04.2024 | 22.55% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'101'380 | 2'101'380 | 84'055 CHF | 105'128 CHF | 99.98% | 99.98% |