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 | 12.66% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'000 CHF | 84'000 CHF | 100.00% | 100.00% |
24.04.2024 | 12.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 72'000 CHF | 82'000 CHF | 100.00% | 100.00% |
23.04.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'000 CHF | 89'000 CHF | 100.00% | 100.00% |
22.04.2024 | 11.24% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 84'000 CHF | 94'000 CHF | 100.00% | 100.00% |
19.04.2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 83'000 CHF | 93'000 CHF | 100.00% | 100.00% |
18.04.2024 | 11.24% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 84'000 CHF | 94'000 CHF | 100.00% | 100.00% |
17.04.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'000 CHF | 91'000 CHF | 100.00% | 100.00% |
16.04.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 80'000 CHF | 90'000 CHF | 100.00% | 100.00% |
15.04.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 80'000 CHF | 90'000 CHF | 100.00% | 100.00% |
12.04.2024 | 12.35% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 76'000 CHF | 86'000 CHF | 100.00% | 100.00% |