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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.04.2024 | 11.87% | 0.09 CHF | 0.10 CHF | 1'239'500 | 1'239'500 | 554'684 | 554'684 | 45'336 CHF | 50'895 CHF | 99.99% | 99.99% |
19.04.2024 | 13.42% | 0.08 CHF | 0.09 CHF | 1'355'100 | 1'355'100 | 631'360 | 631'360 | 45'402 CHF | 51'728 CHF | 99.98% | 99.98% |
18.04.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1'411'900 | 1'411'900 | 631'858 | 631'858 | 45'357 CHF | 51'687 CHF | 100.00% | 100.00% |
17.04.2024 | 12.61% | 0.07 CHF | 0.08 CHF | 1'351'000 | 1'351'000 | 582'359 | 582'359 | 43'808 CHF | 49'649 CHF | 99.99% | 99.99% |
16.04.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 1'244'500 | 1'244'500 | 557'793 | 557'793 | 44'623 CHF | 50'211 CHF | 99.70% | 99.70% |
15.04.2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1'251'600 | 1'251'600 | 560'376 | 560'376 | 45'012 CHF | 50'626 CHF | 99.84% | 99.84% |
12.04.2024 | 11.31% | 0.09 CHF | 0.10 CHF | 1'157'800 | 1'157'800 | 518'277 | 518'277 | 44'054 CHF | 49'246 CHF | 100.00% | 100.00% |
11.04.2024 | 11.26% | 0.09 CHF | 0.10 CHF | 1'160'600 | 1'160'600 | 519'806 | 519'806 | 44'364 CHF | 49'572 CHF | 99.84% | 99.84% |
10.04.2024 | 10.46% | 0.09 CHF | 0.10 CHF | 1'078'600 | 1'078'600 | 482'819 | 482'819 | 43'628 CHF | 48'466 CHF | 97.85% | 97.85% |
09.04.2024 | 10.35% | 0.10 CHF | 0.11 CHF | 1'110'100 | 1'110'100 | 487'691 | 487'691 | 46'744 CHF | 51'630 CHF | 99.90% | 99.90% |