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 | 4.65% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'930 | 2'999'930 | 314'954 CHF | 329'954 CHF | 99.83% | 99.83% |
23.04.2024 | 4.51% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 325'071 CHF | 340'071 CHF | 99.59% | 99.59% |
22.04.2024 | 4.45% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'220 | 2'999'220 | 329'926 CHF | 344'926 CHF | 100.00% | 100.00% |
19.04.2024 | 4.44% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 330'000 CHF | 345'000 CHF | 100.00% | 100.00% |
18.04.2024 | 4.64% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 315'750 CHF | 330'750 CHF | 100.00% | 100.00% |
17.04.2024 | 4.67% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'994'110 | 2'994'110 | 314'382 CHF | 329'382 CHF | 100.00% | 100.00% |
16.04.2024 | 4.65% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 314'999 CHF | 329'999 CHF | 99.82% | 99.82% |
15.04.2024 | 5.00% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 292'494 CHF | 307'494 CHF | 99.83% | 99.83% |
12.04.2024 | 5.11% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 286'199 CHF | 301'199 CHF | 100.00% | 100.00% |
11.04.2024 | 4.99% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 293'124 CHF | 308'124 CHF | 99.44% | 99.44% |