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 | 5.16% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'998'430 | 2'998'430 | 284'177 CHF | 299'177 CHF | 100.00% | 100.00% |
23.04.2024 | 4.86% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 301'118 CHF | 316'118 CHF | 99.59% | 99.59% |
22.04.2024 | 5.16% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'995'290 | 2'995'290 | 283'929 CHF | 298'929 CHF | 100.00% | 100.00% |
19.04.2024 | 5.65% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 258'243 CHF | 273'243 CHF | 100.00% | 100.00% |
18.04.2024 | 5.48% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 266'540 CHF | 281'540 CHF | 100.00% | 100.00% |
17.04.2024 | 5.44% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'993'670 | 2'993'670 | 268'589 CHF | 283'589 CHF | 100.00% | 100.00% |
16.04.2024 | 5.54% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'998'410 | 2'998'410 | 263'623 CHF | 278'623 CHF | 99.82% | 99.82% |
15.04.2024 | 5.05% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 289'880 CHF | 304'880 CHF | 99.83% | 99.83% |
12.04.2024 | 4.69% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 312'833 CHF | 327'833 CHF | 100.00% | 100.00% |
11.04.2024 | 4.69% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'930 | 2'999'930 | 312'198 CHF | 327'198 CHF | 99.44% | 99.44% |