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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | - | 0.02 CHF | - CHF | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24.04.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 151'819 | 100'000 | 51'766 CHF | 35'160 CHF | 100.00% | 100.00% |
23.04.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 157'981 | 100'000 | 51'957 CHF | 33'908 CHF | 100.00% | 100.00% |
22.04.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 170'619 | 97'951 | 49'871 CHF | 29'692 CHF | 99.75% | 99.75% |
19.04.2024 | 4.72% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 244'761 | 100'000 | 50'565 CHF | 21'817 CHF | 100.00% | 100.00% |
18.04.2024 | 6.89% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 362'688 | 100'000 | 50'794 CHF | 15'378 CHF | 99.22% | 99.22% |
17.04.2024 | 9.99% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 437'698 | 100'000 | 44'299 CHF | 11'522 CHF | 94.13% | 95.26% |
16.04.2024 | 13.46% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'436 CHF | 8'087 CHF | 99.93% | 100.00% |
15.04.2024 | 8.07% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 422'177 | 100'000 | 50'268 CHF | 13'027 CHF | 98.54% | 98.54% |
12.04.2024 | 5.60% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 292'050 | 100'000 | 50'637 CHF | 18'864 CHF | 98.95% | 98.95% |