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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'219'050 CHF | 1'249'050 CHF | 100.00% | 100.00% |
17.04.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 3'000'000 | 3'000'000 | 2'993'690 | 2'993'690 | 1'232'030 CHF | 1'262'030 CHF | 100.00% | 100.00% |
16.04.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 3'000'000 | 3'000'000 | 2'998'410 | 2'998'410 | 1'217'230 CHF | 1'247'230 CHF | 99.82% | 99.82% |
15.04.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'313'900 CHF | 1'343'900 CHF | 99.83% | 99.83% |
12.04.2024 | 2.15% | 0.43 CHF | 0.44 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'385'070 CHF | 1'415'070 CHF | 100.00% | 100.00% |
11.04.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 3'000'000 | 3'000'000 | 2'999'930 | 2'999'930 | 1'387'310 CHF | 1'417'310 CHF | 99.44% | 99.44% |
10.04.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'509'690 CHF | 1'539'690 CHF | 100.00% | 100.00% |
09.04.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'533'080 CHF | 1'563'080 CHF | 100.00% | 100.00% |
08.04.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'558'520 CHF | 1'588'520 CHF | 100.00% | 100.00% |
05.04.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'481'810 CHF | 1'511'810 CHF | 100.00% | 100.00% |