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 | 2.85% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 518'970 CHF | 533'970 CHF | 99.76% | 99.76% |
17.04.2024 | 2.76% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 2'994'160 | 2'994'160 | 537'858 CHF | 552'858 CHF | 100.00% | 100.00% |
16.04.2024 | 2.92% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 2'999'070 | 2'999'070 | 506'581 CHF | 521'581 CHF | 100.00% | 100.00% |
15.04.2024 | 3.14% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'779'720 | 2'779'710 | 435'754 CHF | 449'654 CHF | 99.39% | 99.39% |
12.04.2024 | 2.50% | 0.21 CHF | 0.21 CHF | 2'750'500 | 2'750'500 | 2'966'040 | 2'971'140 | 586'470 CHF | 602'319 CHF | 100.00% | 100.00% |
11.04.2024 | 3.18% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'510 | 2'999'510 | 464'993 CHF | 479'993 CHF | 100.00% | 100.00% |
10.04.2024 | 3.06% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 482'526 CHF | 497'526 CHF | 99.89% | 99.89% |
09.04.2024 | 2.94% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 503'429 CHF | 518'429 CHF | 100.00% | 100.00% |
08.04.2024 | 3.20% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'900 | 3'000'000 | 462'129 CHF | 477'145 CHF | 100.00% | 100.00% |
05.04.2024 | 3.74% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 394'344 CHF | 409'344 CHF | 100.00% | 100.00% |