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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 56.16% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'977'380 | 2'977'380 | 40'319 CHF | 70'143 CHF | 83.99% | 83.99% |
26.04.2024 | 40.60% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'965'020 | 2'965'020 | 59'300 CHF | 89'081 CHF | 99.52% | 99.52% |
25.04.2024 | 33.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'969'900 | 2'969'900 | 74'711 CHF | 104'493 CHF | 99.88% | 99.88% |
24.04.2024 | 32.41% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'419'630 | 2'419'630 | 63'800 CHF | 88'065 CHF | 98.99% | 98.99% |
23.04.2024 | 17.44% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'513'850 | 2'513'850 | 134'046 CHF | 159'254 CHF | 100.00% | 100.00% |
22.04.2024 | 17.44% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'669'560 | 2'669'560 | 143'248 CHF | 170'046 CHF | 100.00% | 100.00% |
19.04.2024 | 20.07% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'734'720 | 2'734'720 | 125'291 CHF | 152'750 CHF | 100.00% | 100.00% |
18.04.2024 | 22.09% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'971'340 | 2'971'340 | 121'737 CHF | 151'517 CHF | 100.00% | 100.00% |
17.04.2024 | 24.85% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'920'500 | 2'920'500 | 105'379 CHF | 134'695 CHF | 100.00% | 100.00% |
16.04.2024 | 24.98% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'967'860 | 2'967'860 | 106'218 CHF | 135'997 CHF | 99.59% | 99.59% |