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 | 31.83% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'977'270 | 2'977'270 | 80'089 CHF | 109'913 CHF | 83.99% | 83.99% |
26.04.2024 | 40.60% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'965'000 | 2'965'000 | 59'300 CHF | 89'081 CHF | 99.52% | 99.52% |
25.04.2024 | 49.23% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'969'880 | 2'969'880 | 46'541 CHF | 76'323 CHF | 99.88% | 99.88% |
24.04.2024 | 49.97% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'050 | 2'971'050 | 45'416 CHF | 75'194 CHF | 98.99% | 98.99% |
23.04.2024 | 67.25% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'970'800 | 2'970'800 | 29'708 CHF | 59'488 CHF | 100.00% | 100.00% |
22.04.2024 | 67.33% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'966'980 | 2'966'980 | 29'670 CHF | 59'452 CHF | 100.00% | 100.00% |
19.04.2024 | 59.95% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'966'040 | 2'966'040 | 36'129 CHF | 65'909 CHF | 100.00% | 100.00% |
18.04.2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'340 | 2'971'340 | 44'570 CHF | 74'350 CHF | 100.00% | 100.00% |
17.04.2024 | 50.62% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'966'680 | 2'966'680 | 44'500 CHF | 74'280 CHF | 100.00% | 100.00% |
16.04.2024 | 49.67% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'967'900 | 2'967'900 | 45'891 CHF | 75'671 CHF | 99.60% | 99.60% |