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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 30.90% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'998'750 | 2'998'750 | 82'709 CHF | 112'709 CHF | 100.00% | 100.00% |
29.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
26.04.2024 | 30.21% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 84'836 CHF | 114'836 CHF | 98.86% | 98.86% |
25.04.2024 | 29.47% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 87'164 CHF | 117'164 CHF | 99.69% | 99.69% |
24.04.2024 | 28.19% | 0.03 CHF | 0.04 CHF | 2'382'000 | 2'382'000 | 2'376'320 | 2'376'320 | 72'546 CHF | 96'311 CHF | 99.50% | 99.50% |
23.04.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'585'800 | 2'585'800 | 2'585'620 | 2'585'620 | 103'425 CHF | 129'283 CHF | 100.00% | 100.00% |
22.04.2024 | 24.99% | 0.04 CHF | 0.05 CHF | 2'879'300 | 2'879'300 | 2'882'700 | 2'882'700 | 100'956 CHF | 129'783 CHF | 100.00% | 100.00% |
19.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
18.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
17.04.2024 | 28.66% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'994'150 | 2'994'150 | 89'825 CHF | 119'824 CHF | 100.00% | 100.00% |