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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 69.98% | 0.02 CHF | 0.04 CHF | 200'000 | 200'000 | 304'795 | 200'000 | 5'226 CHF | 7'028 CHF | 93.88% | 93.88% |
17.04.2024 | 69.46% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 400'684 | 200'000 | 6'982 CHF | 7'156 CHF | 88.39% | 88.39% |
16.04.2024 | 65.39% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 495'892 | 200'000 | 9'452 CHF | 7'505 CHF | 98.49% | 98.49% |
15.04.2024 | 61.22% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 10'407 CHF | 7'834 CHF | 89.85% | 89.85% |
12.04.2024 | 52.58% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 10'844 CHF | 7'495 CHF | 98.10% | 98.10% |
11.04.2024 | 39.61% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 495'565 | 197'881 | 11'060 CHF | 6'625 CHF | 91.67% | 91.67% |
10.04.2024 | 66.23% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 494'692 | 198'195 | 9'271 CHF | 7'364 CHF | 98.71% | 98.71% |
09.04.2024 | 66.60% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 439'425 | 200'000 | 8'146 CHF | 7'301 CHF | 99.87% | 99.87% |
08.04.2024 | 70.19% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 269'451 | 200'000 | 4'618 CHF | 7'015 CHF | 98.46% | 98.46% |
05.04.2024 | 53.46% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 484'439 | 195'505 | 10'615 CHF | 7'325 CHF | 93.33% | 93.33% |