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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 4.20% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'590 | 2'999'590 | 349'737 CHF | 364'737 CHF | 100.00% | 100.00% |
24.04.2024 | 4.45% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'430 | 2'999'430 | 329'938 CHF | 344'938 CHF | 98.74% | 98.74% |
23.04.2024 | 4.12% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'530 | 2'999'530 | 356'935 CHF | 371'935 CHF | 100.00% | 100.00% |
22.04.2024 | 4.03% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'450 | 2'999'450 | 364'602 CHF | 379'602 CHF | 100.00% | 100.00% |
19.04.2024 | 4.15% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 353'961 CHF | 368'961 CHF | 100.00% | 100.00% |
18.04.2024 | 4.42% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 331'547 CHF | 346'547 CHF | 100.00% | 100.00% |
17.04.2024 | 4.62% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'994'150 | 2'994'150 | 317'558 CHF | 332'558 CHF | 100.00% | 100.00% |
16.04.2024 | 4.52% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 324'277 CHF | 339'277 CHF | 99.92% | 99.92% |
15.04.2024 | 4.90% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 298'835 CHF | 313'835 CHF | 99.82% | 99.82% |
12.04.2024 | 5.06% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 288'933 CHF | 303'933 CHF | 100.00% | 100.00% |