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 | 2.38% | 0.42 CHF | 0.43 CHF | 1'145'900 | 1'145'900 | 1'108'070 | 1'108'070 | 459'374 CHF | 470'455 CHF | 99.77% | 99.77% |
17.04.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 1'103'300 | 1'103'300 | 1'195'210 | 1'195'210 | 515'660 CHF | 527'635 CHF | 100.00% | 100.00% |
16.04.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 1'209'000 | 1'209'000 | 1'330'400 | 1'330'400 | 535'780 CHF | 549'088 CHF | 100.00% | 100.00% |
15.04.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 1'346'900 | 1'346'900 | 1'020'240 | 1'020'990 | 379'200 CHF | 389'680 CHF | 99.39% | 99.39% |
12.04.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 977'300 | 977'300 | 1'196'880 | 1'196'860 | 583'375 CHF | 595'334 CHF | 100.00% | 100.00% |
11.04.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 1'225'600 | 1'225'600 | 1'287'650 | 1'287'650 | 479'700 CHF | 492'579 CHF | 100.00% | 100.00% |
10.04.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 1'296'100 | 1'296'100 | 1'169'270 | 1'169'270 | 454'887 CHF | 466'579 CHF | 99.89% | 99.89% |
09.04.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 1'152'500 | 1'152'500 | 1'321'470 | 1'321'470 | 539'204 CHF | 552'418 CHF | 100.00% | 100.00% |
08.04.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 1'343'400 | 1'343'400 | 1'459'460 | 1'459'460 | 542'930 CHF | 557'525 CHF | 100.00% | 100.00% |
05.04.2024 | 3.16% | 0.36 CHF | 0.37 CHF | 1'474'400 | 1'474'400 | 1'504'270 | 1'504'270 | 468'814 CHF | 483'856 CHF | 100.00% | 100.00% |