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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.04.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'591'510 CHF | 2'601'510 CHF | 100.00% | 100.00% |
19.04.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'573'400 CHF | 2'583'400 CHF | 100.00% | 100.00% |
18.04.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'565'370 CHF | 2'575'370 CHF | 100.00% | 100.00% |
17.04.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 1'000'000 | 1'000'000 | 998'370 | 998'370 | 2'595'200 CHF | 2'605'200 CHF | 100.00% | 100.00% |
16.04.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 1'000'000 | 1'000'000 | 998'888 | 998'888 | 2'610'240 CHF | 2'620'240 CHF | 99.81% | 99.81% |
15.04.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 1'000'000 | 1'000'000 | 999'768 | 999'768 | 2'595'060 CHF | 2'605'060 CHF | 99.36% | 99.36% |
12.04.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'590'500 CHF | 2'600'500 CHF | 100.00% | 100.00% |
11.04.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 1'000'000 | 1'000'000 | 999'855 | 999'855 | 2'517'440 CHF | 2'527'440 CHF | 99.74% | 99.74% |
10.04.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'416'130 CHF | 2'426'130 CHF | 99.08% | 99.08% |
09.04.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'373'510 CHF | 2'383'510 CHF | 100.00% | 100.00% |