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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 89'220 CHF | 99'220 CHF | 100.00% | 100.00% |
29.04.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 80'541 CHF | 89'541 CHF | 100.00% | 100.00% |
26.04.2024 | 9.96% | 0.10 CHF | 0.11 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 86'099 CHF | 95'099 CHF | 100.00% | 100.00% |
25.04.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 89'659 CHF | 99'659 CHF | 100.00% | 100.00% |
24.04.2024 | 11.38% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 82'891 CHF | 92'891 CHF | 100.00% | 100.00% |
23.04.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'879 CHF | 89'879 CHF | 100.00% | 100.00% |
22.04.2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 83'009 CHF | 93'009 CHF | 100.00% | 100.00% |
19.04.2024 | 10.39% | 0.09 CHF | 0.10 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 82'327 CHF | 91'327 CHF | 100.00% | 100.00% |
18.04.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 89'964 CHF | 99'964 CHF | 100.00% | 100.00% |
17.04.2024 | 11.54% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'761 CHF | 91'761 CHF | 100.00% | 100.00% |