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 | 1.67% | 0.58 CHF | 0.59 CHF | 3'000'000 | 3'000'000 | 2'999'590 | 2'999'590 | 1'778'250 CHF | 1'808'250 CHF | 100.00% | 100.00% |
23.04.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 3'000'000 | 3'000'000 | 2'999'670 | 2'999'670 | 1'767'370 CHF | 1'797'370 CHF | 100.00% | 100.00% |
22.04.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 2'999'450 | 2'999'450 | 1'650'470 CHF | 1'680'470 CHF | 100.00% | 100.00% |
19.04.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'813'490 CHF | 1'843'490 CHF | 100.00% | 100.00% |
18.04.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'037'770 CHF | 2'067'770 CHF | 100.00% | 100.00% |
17.04.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 2'774'100 | 2'774'100 | 2'768'760 | 2'768'760 | 2'072'590 CHF | 2'100'330 CHF | 100.00% | 100.00% |
16.04.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 2'778'400 | 2'778'400 | 2'778'400 | 2'778'400 | 2'056'550 CHF | 2'084'340 CHF | 99.92% | 99.92% |
15.04.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 2'442'700 | 2'442'700 | 2'442'700 | 2'442'700 | 2'183'300 CHF | 2'207'730 CHF | 99.82% | 99.82% |
12.04.2024 | 1.06% | 0.88 CHF | 0.89 CHF | 2'150'700 | 2'150'700 | 2'150'700 | 2'150'700 | 2'029'860 CHF | 2'051'370 CHF | 100.00% | 100.00% |
11.04.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 2'392'000 | 2'392'000 | 2'391'730 | 2'391'730 | 2'092'330 CHF | 2'116'250 CHF | 99.99% | 99.99% |