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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 7.52% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'999'810 | 2'999'810 | 192'252 CHF | 207'252 CHF | 99.34% | 99.34% |
22.04.2024 | 8.49% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'999'110 | 2'999'110 | 169'416 CHF | 184'416 CHF | 100.00% | 100.00% |
19.04.2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 150'000 CHF | 165'000 CHF | 100.00% | 100.00% |
18.04.2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 150'008 CHF | 165'008 CHF | 99.77% | 99.77% |
17.04.2024 | 9.56% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'994'150 | 2'994'150 | 149'707 CHF | 164'707 CHF | 100.00% | 100.00% |
16.04.2024 | 9.21% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'999'040 | 2'999'040 | 155'760 CHF | 170'760 CHF | 99.99% | 99.99% |
15.04.2024 | 8.63% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'999'610 | 2'999'610 | 166'487 CHF | 181'487 CHF | 99.39% | 99.39% |
12.04.2024 | 9.66% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 147'943 CHF | 162'943 CHF | 100.00% | 100.00% |
11.04.2024 | 7.90% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'999'560 | 2'999'560 | 182'601 CHF | 197'601 CHF | 100.00% | 100.00% |
10.04.2024 | 8.05% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'985'990 | 179'175 CHF | 193'265 CHF | 99.89% | 99.89% |