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 | 3.26% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'999'730 | 452'610 CHF | 467'566 CHF | 100.00% | 100.00% |
17.04.2024 | 2.90% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'994'140 | 2'994'140 | 510'859 CHF | 525'859 CHF | 100.00% | 100.00% |
16.04.2024 | 2.81% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'999'090 | 2'999'090 | 526'553 CHF | 541'553 CHF | 100.00% | 100.00% |
15.04.2024 | 2.85% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'999'600 | 2'999'600 | 519'448 CHF | 534'448 CHF | 100.00% | 100.00% |
12.04.2024 | 2.69% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 550'737 CHF | 565'737 CHF | 100.00% | 100.00% |
11.04.2024 | 2.78% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'999'790 | 2'999'800 | 532'449 CHF | 547'451 CHF | 100.00% | 100.00% |
10.04.2024 | 2.85% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 519'159 CHF | 534'159 CHF | 100.00% | 100.00% |
09.04.2024 | 2.76% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 536'421 CHF | 551'421 CHF | 99.99% | 99.99% |
08.04.2024 | 2.77% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 533'748 CHF | 548'748 CHF | 100.00% | 100.00% |
05.04.2024 | 2.72% | 0.19 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 2'999'930 | 3'000'000 | 544'299 CHF | 559'312 CHF | 100.00% | 100.00% |