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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.03.2024 | 24.32% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 15'610 CHF | 7'971 CHF | 100.00% | 100.00% |
26.03.2024 | 24.02% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 15'419 CHF | 7'851 CHF | 95.05% | 95.05% |
25.03.2024 | 30.00% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 463'065 | 183'211 | 12'869 CHF | 6'738 CHF | 96.66% | 96.66% |
22.03.2024 | 23.63% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 15'628 CHF | 7'925 CHF | 100.00% | 100.00% |
21.03.2024 | 26.14% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 496'631 | 198'556 | 14'687 CHF | 7'586 CHF | 76.80% | 76.80% |
20.03.2024 | 20.47% | 0.04 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 18'888 CHF | 9'277 CHF | 100.00% | 100.00% |
19.03.2024 | 21.50% | 0.04 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 17'858 CHF | 8'863 CHF | 96.45% | 96.45% |
18.03.2024 | 19.73% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 19'728 CHF | 9'616 CHF | 100.00% | 100.00% |
15.03.2024 | 17.88% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 22'538 CHF | 10'782 CHF | 100.00% | 100.00% |
14.03.2024 | 31.40% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 13'599 CHF | 6'252 CHF | 85.92% | 85.92% |