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 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 99.91% | 99.91% |
24.04.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'280 | 2'999'280 | 44'989 CHF | 59'989 CHF | 100.00% | 100.00% |
23.04.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'700 | 2'999'700 | 44'996 CHF | 59'996 CHF | 100.00% | 100.00% |
22.04.2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'100 | 2'999'100 | 44'986 CHF | 59'986 CHF | 100.00% | 100.00% |
19.04.2024 | 25.56% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'880'990 | 2'880'990 | 49'994 CHF | 64'399 CHF | 100.00% | 100.00% |
18.04.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 2'843'400 | 2'843'400 | 2'710'860 | 2'710'860 | 54'217 CHF | 67'771 CHF | 100.00% | 100.00% |
17.04.2024 | 22.15% | 0.02 CHF | 0.03 CHF | 2'671'100 | 2'671'100 | 2'425'180 | 2'425'180 | 48'887 CHF | 61'032 CHF | 100.00% | 100.00% |
16.04.2024 | 18.30% | 0.03 CHF | 0.03 CHF | 2'353'000 | 2'353'000 | 2'260'220 | 2'260'220 | 56'162 CHF | 67'463 CHF | 99.75% | 99.75% |
15.04.2024 | 18.21% | 0.03 CHF | 0.03 CHF | 2'230'900 | 2'230'900 | 1'904'300 | 1'904'300 | 47'554 CHF | 57'077 CHF | 100.00% | 100.00% |
12.04.2024 | 15.24% | 0.03 CHF | 0.04 CHF | 1'805'700 | 1'805'700 | 2'027'060 | 2'027'060 | 61'520 CHF | 71'656 CHF | 100.00% | 100.00% |