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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 4.67% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 313'545 CHF | 328'545 CHF | 99.63% | 99.63% |
26.04.2024 | 4.85% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 301'813 CHF | 316'813 CHF | 98.86% | 98.86% |
25.04.2024 | 5.03% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'840 | 2'999'840 | 290'942 CHF | 305'942 CHF | 100.00% | 100.00% |
24.04.2024 | 4.37% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 335'734 CHF | 350'734 CHF | 100.00% | 100.00% |
23.04.2024 | 4.18% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 351'222 CHF | 366'222 CHF | 99.87% | 99.87% |
22.04.2024 | 4.89% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 299'578 CHF | 314'578 CHF | 100.00% | 100.00% |
19.04.2024 | 5.48% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 266'281 CHF | 281'281 CHF | 99.99% | 99.99% |
18.04.2024 | 5.39% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 271'136 CHF | 286'136 CHF | 100.00% | 100.00% |
17.04.2024 | 5.38% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'994'190 | 2'994'190 | 271'682 CHF | 286'682 CHF | 100.00% | 100.00% |
16.04.2024 | 5.37% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'740 | 2'999'740 | 272'241 CHF | 287'241 CHF | 99.92% | 99.92% |