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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 2.15% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 2'998'730 | 2'998'730 | 737'597 CHF | 753'639 CHF | 100.00% | 100.00% |
23.04.2024 | 3.61% | 0.25 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 2'999'600 | 2'999'600 | 756'907 CHF | 784'736 CHF | 100.00% | 100.00% |
22.04.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 2'999'390 | 2'999'390 | 785'526 CHF | 815'526 CHF | 100.00% | 100.00% |
19.04.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 810'000 CHF | 840'000 CHF | 99.57% | 99.57% |
18.04.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 804'587 CHF | 834'587 CHF | 100.00% | 100.00% |
17.04.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 3'000'000 | 3'000'000 | 2'994'130 | 2'994'130 | 780'574 CHF | 810'574 CHF | 100.00% | 100.00% |
16.04.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 801'190 CHF | 831'190 CHF | 99.88% | 99.88% |
15.04.2024 | 2.78% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 746'408 CHF | 767'501 CHF | 99.83% | 99.83% |
12.04.2024 | 2.59% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 752'600 CHF | 772'467 CHF | 100.00% | 100.00% |
11.04.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 2'999'940 | 2'999'940 | 765'783 CHF | 795'783 CHF | 99.31% | 99.31% |