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 | 2'999'020 | 2'999'020 | 104'966 CHF | 119'966 CHF | 100.00% | 100.00% |
23.04.2024 | 12.65% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 111'491 CHF | 126'491 CHF | 100.00% | 100.00% |
22.04.2024 | 11.78% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'170 | 2'999'170 | 119'904 CHF | 134'904 CHF | 100.00% | 100.00% |
19.04.2024 | 12.65% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 111'493 CHF | 126'493 CHF | 100.00% | 100.00% |
18.04.2024 | 12.31% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 114'778 CHF | 129'778 CHF | 100.00% | 100.00% |
17.04.2024 | 13.37% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'995'060 | 2'995'060 | 104'827 CHF | 119'827 CHF | 100.00% | 100.00% |
16.04.2024 | 13.44% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'080 | 2'999'080 | 104'221 CHF | 119'221 CHF | 100.00% | 100.00% |
15.04.2024 | 13.34% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'590 | 2'999'590 | 104'986 CHF | 119'986 CHF | 100.00% | 100.00% |
12.04.2024 | 15.36% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'148 CHF | 105'148 CHF | 100.00% | 100.00% |
11.04.2024 | 14.12% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'770 | 2'999'770 | 99'241 CHF | 114'241 CHF | 100.00% | 100.00% |