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 | 11.07% | 0.09 CHF | 0.10 CHF | 1'485'300 | 1'485'300 | 1'485'450 | 1'485'450 | 126'758 CHF | 141'612 CHF | 100.00% | 100.00% |
17.04.2024 | 11.41% | 0.09 CHF | 0.10 CHF | 1'535'200 | 1'535'200 | 1'523'330 | 1'523'330 | 126'411 CHF | 141'674 CHF | 100.00% | 100.00% |
16.04.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 1'433'400 | 1'433'400 | 1'414'860 | 1'414'860 | 118'591 CHF | 132'739 CHF | 99.58% | 99.58% |
15.04.2024 | 10.12% | 0.09 CHF | 0.10 CHF | 1'384'800 | 1'384'800 | 1'348'160 | 1'348'160 | 126'494 CHF | 139'975 CHF | 99.61% | 99.61% |
12.04.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 1'407'700 | 1'407'700 | 1'373'790 | 1'373'790 | 129'269 CHF | 143'007 CHF | 100.00% | 100.00% |
11.04.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 1'372'800 | 1'372'800 | 1'342'900 | 1'342'900 | 122'969 CHF | 136'398 CHF | 99.86% | 99.86% |
10.04.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1'315'300 | 1'315'300 | 1'289'680 | 1'289'680 | 126'486 CHF | 139'383 CHF | 99.99% | 99.99% |
09.04.2024 | 9.79% | 0.10 CHF | 0.11 CHF | 1'272'100 | 1'272'100 | 1'261'890 | 1'261'890 | 122'717 CHF | 135'336 CHF | 100.00% | 100.00% |
08.04.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 1'230'700 | 1'230'700 | 1'225'620 | 1'225'620 | 127'910 CHF | 140'166 CHF | 100.00% | 100.00% |
05.04.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 1'198'100 | 1'198'100 | 1'176'440 | 1'176'440 | 118'377 CHF | 130'142 CHF | 100.00% | 100.00% |