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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 1'000'000 | 1'000'000 | 999'860 | 999'860 | 3'320'600 CHF | 3'330'600 CHF | 99.54% | 99.54% |
23.04.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 1'000'000 | 1'000'000 | 999'800 | 999'800 | 3'325'070 CHF | 3'335'070 CHF | 97.60% | 97.60% |
22.04.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'351'660 CHF | 3'361'660 CHF | 100.00% | 100.00% |
19.04.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'330'900 CHF | 3'340'900 CHF | 100.00% | 100.00% |
18.04.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'323'840 CHF | 3'333'840 CHF | 100.00% | 100.00% |
17.04.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 1'000'000 | 1'000'000 | 998'458 | 998'458 | 3'353'150 CHF | 3'363'150 CHF | 100.00% | 100.00% |
16.04.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 1'000'000 | 1'000'000 | 998'957 | 998'957 | 3'369'970 CHF | 3'379'970 CHF | 99.80% | 99.80% |
15.04.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 1'000'000 | 1'000'000 | 999'766 | 999'766 | 3'355'360 CHF | 3'365'360 CHF | 99.35% | 99.35% |
12.04.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'350'590 CHF | 3'360'590 CHF | 100.00% | 100.00% |
11.04.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 1'000'000 | 1'000'000 | 999'855 | 999'855 | 3'277'190 CHF | 3'287'190 CHF | 99.73% | 99.73% |