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 | 6.63% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'999'840 | 2'999'840 | 220'855 CHF | 235'855 CHF | 100.00% | 100.00% |
24.04.2024 | 4.43% | 0.10 CHF | 0.10 CHF | 2'715'100 | 2'715'100 | 2'715'100 | 2'715'100 | 300'553 CHF | 314'129 CHF | 100.00% | 100.00% |
23.04.2024 | 3.93% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 374'591 CHF | 389'591 CHF | 99.87% | 99.87% |
22.04.2024 | 5.72% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 255'106 CHF | 270'106 CHF | 100.00% | 100.00% |
19.04.2024 | 7.65% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 190'060 CHF | 205'060 CHF | 100.00% | 100.00% |
18.04.2024 | 7.15% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 202'936 CHF | 217'936 CHF | 100.00% | 100.00% |
17.04.2024 | 7.06% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'994'830 | 2'994'830 | 205'852 CHF | 220'852 CHF | 100.00% | 100.00% |
16.04.2024 | 6.89% | 0.07 CHF | 0.07 CHF | 2'975'200 | 2'975'200 | 2'975'050 | 2'974'640 | 209'743 CHF | 224'589 CHF | 99.92% | 99.92% |
15.04.2024 | 4.24% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'998'920 | 346'999 CHF | 361'870 CHF | 99.82% | 99.82% |
12.04.2024 | 3.83% | 0.10 CHF | 0.11 CHF | 2'664'600 | 2'664'600 | 2'664'600 | 2'664'600 | 345'301 CHF | 358'624 CHF | 100.00% | 100.00% |