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 | 14.02% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 28'741 CHF | 13'229 CHF | 99.47% | 99.47% |
23.04.2024 | 11.25% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 35'324 CHF | 15'814 CHF | 99.15% | 99.15% |
22.04.2024 | 13.15% | 0.07 CHF | 0.07 CHF | 500'000 | 200'000 | 483'317 | 195'829 | 30'166 CHF | 13'894 CHF | 100.00% | 100.00% |
19.04.2024 | 14.36% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 26'783 CHF | 12'364 CHF | 99.37% | 99.37% |
18.04.2024 | 14.89% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 25'476 CHF | 11'829 CHF | 93.88% | 93.88% |
17.04.2024 | 15.49% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 25'044 CHF | 11'699 CHF | 87.13% | 87.13% |
16.04.2024 | 14.42% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 26'975 CHF | 12'465 CHF | 98.49% | 98.49% |
15.04.2024 | 13.51% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 29'210 CHF | 13'377 CHF | 89.84% | 89.84% |
12.04.2024 | 12.91% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 30'418 CHF | 13'847 CHF | 98.10% | 98.10% |
11.04.2024 | 12.43% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 495'567 | 197'882 | 31'925 CHF | 14'423 CHF | 91.70% | 91.70% |