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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.04.2021 | 7.98% | 0.13 CHF | 0.14 CHF | 1'869'300 | 1'858'300 | 1'932'320 | 1'932'190 | 232'722 CHF | 252'027 CHF | 99.34% | 99.34% |
14.04.2021 | 8.57% | 0.11 CHF | 0.12 CHF | 1'999'500 | 1'999'500 | 2'101'430 | 2'101'430 | 234'899 CHF | 255'913 CHF | 99.81% | 99.81% |
13.04.2021 | 9.35% | 0.11 CHF | 0.12 CHF | 2'209'200 | 2'209'200 | 2'145'150 | 2'145'440 | 219'666 CHF | 241'152 CHF | 99.55% | 99.55% |
12.04.2021 | 9.31% | 0.10 CHF | 0.11 CHF | 2'078'700 | 2'078'700 | 2'060'050 | 2'058'380 | 211'286 CHF | 231'695 CHF | 99.63% | 99.63% |
09.04.2021 | 9.04% | 0.11 CHF | 0.12 CHF | 2'040'300 | 2'040'300 | 2'011'150 | 2'010'740 | 212'574 CHF | 232'639 CHF | 99.99% | 99.99% |
08.04.2021 | 8.47% | 0.12 CHF | 0.13 CHF | 1'980'500 | 1'980'500 | 2'071'920 | 2'071'830 | 234'279 CHF | 254'987 CHF | 100.00% | 100.00% |
07.04.2021 | 9.40% | 0.11 CHF | 0.12 CHF | 2'169'100 | 2'169'100 | 2'152'760 | 2'152'760 | 218'489 CHF | 240'016 CHF | 100.00% | 100.00% |
06.04.2021 | 9.33% | 0.11 CHF | 0.12 CHF | 2'135'400 | 2'131'400 | 2'344'440 | 2'321'060 | 239'424 CHF | 260'295 CHF | 99.74% | 99.74% |
01.04.2021 | 10.73% | 0.10 CHF | 0.11 CHF | 2'565'300 | 2'565'300 | 2'678'740 | 2'678'740 | 236'384 CHF | 263'171 CHF | 100.00% | 100.00% |
31.03.2021 | 11.79% | 0.09 CHF | 0.10 CHF | 2'797'600 | 2'797'600 | 2'662'560 | 2'662'560 | 212'737 CHF | 239'362 CHF | 100.00% | 100.00% |