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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.04.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 3'000'000 | 3'000'000 | 2'994'210 | 2'994'210 | 1'484'710 CHF | 1'514'710 CHF | 100.00% | 100.00% |
16.04.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 1'455'960 CHF | 1'485'960 CHF | 99.88% | 99.88% |
15.04.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'626'660 CHF | 1'656'660 CHF | 99.83% | 99.83% |
12.04.2024 | 1.85% | 0.50 CHF | 0.51 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'611'250 CHF | 1'641'250 CHF | 100.00% | 100.00% |
11.04.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 2'999'940 | 2'999'940 | 1'599'280 CHF | 1'629'280 CHF | 99.32% | 99.32% |
10.04.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'684'280 CHF | 1'714'280 CHF | 99.76% | 99.76% |
09.04.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'708'190 CHF | 1'738'190 CHF | 100.00% | 100.00% |
08.04.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'766'490 CHF | 1'796'490 CHF | 100.00% | 100.00% |
05.04.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'683'180 CHF | 1'713'180 CHF | 100.00% | 100.00% |
04.04.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 3'000'000 | 3'000'000 | 2'998'390 | 2'998'390 | 1'844'370 CHF | 1'874'370 CHF | 99.90% | 99.90% |