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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 13.34% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'998'910 | 2'998'910 | 104'962 CHF | 119'962 CHF | 100.00% | 100.00% |
23.04.2024 | 13.95% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'740 | 2'999'740 | 100'470 CHF | 115'470 CHF | 100.00% | 100.00% |
22.04.2024 | 12.18% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'140 | 2'999'140 | 116'087 CHF | 131'087 CHF | 100.00% | 100.00% |
19.04.2024 | 10.49% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 135'533 CHF | 150'533 CHF | 100.00% | 100.00% |
18.04.2024 | 10.45% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 136'130 CHF | 151'130 CHF | 100.00% | 100.00% |
17.04.2024 | 10.16% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'994'090 | 2'994'090 | 140'674 CHF | 155'674 CHF | 98.87% | 98.87% |
16.04.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'030 | 2'999'030 | 134'987 CHF | 149'987 CHF | 100.00% | 100.00% |
15.04.2024 | 10.20% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'660 | 2'999'660 | 139'870 CHF | 154'870 CHF | 100.00% | 100.00% |
12.04.2024 | 8.56% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'958'540 | 167'932 CHF | 180'444 CHF | 100.00% | 100.00% |
11.04.2024 | 10.61% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'974'240 | 2'999'480 | 132'856 CHF | 148'991 CHF | 100.00% | 100.00% |