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 | 2.81% | 0.35 CHF | 0.36 CHF | 2'629'000 | 2'629'000 | 2'628'840 | 2'628'840 | 923'590 CHF | 949'880 CHF | 100.00% | 100.00% |
24.04.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 2'595'000 | 2'595'000 | 2'594'160 | 2'594'160 | 1'004'380 CHF | 1'030'330 CHF | 100.00% | 100.00% |
23.04.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 2'774'600 | 2'774'600 | 2'774'380 | 2'774'380 | 1'027'950 CHF | 1'055'700 CHF | 100.00% | 100.00% |
22.04.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 2'848'200 | 2'848'200 | 2'847'540 | 2'847'540 | 994'824 CHF | 1'023'310 CHF | 100.00% | 100.00% |
19.04.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 2'843'600 | 2'843'600 | 2'843'600 | 2'843'600 | 944'382 CHF | 972'818 CHF | 100.00% | 100.00% |
18.04.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 2'944'600 | 2'944'600 | 2'944'600 | 2'944'600 | 998'172 CHF | 1'027'620 CHF | 99.68% | 99.68% |
17.04.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 3'000'000 | 3'000'000 | 2'994'190 | 2'994'190 | 1'024'270 CHF | 1'054'270 CHF | 100.00% | 100.00% |
16.04.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 2'780'000 | 2'780'000 | 2'779'590 | 2'779'590 | 883'492 CHF | 911'292 CHF | 99.92% | 99.92% |
15.04.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 2'855'500 | 2'855'500 | 2'855'500 | 2'855'500 | 1'035'610 CHF | 1'064'160 CHF | 99.83% | 99.83% |
12.04.2024 | 2.73% | 0.33 CHF | 0.34 CHF | 2'820'800 | 2'820'800 | 2'820'800 | 2'820'800 | 1'021'070 CHF | 1'049'280 CHF | 100.00% | 100.00% |