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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 345'000 CHF | 360'000 CHF | 99.56% | 99.56% |
30.04.2024 | 4.45% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'998'390 | 2'998'390 | 330'100 CHF | 345'100 CHF | 100.00% | 100.00% |
29.04.2024 | 4.63% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'390 | 2'999'390 | 316'571 CHF | 331'571 CHF | 99.60% | 99.60% |
26.04.2024 | 4.49% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'730 | 2'999'730 | 326'815 CHF | 341'815 CHF | 99.66% | 99.66% |
25.04.2024 | 4.38% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 334'787 CHF | 349'787 CHF | 100.00% | 100.00% |
24.04.2024 | 4.64% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'998'570 | 2'998'570 | 315'992 CHF | 330'992 CHF | 100.00% | 100.00% |
23.04.2024 | 4.48% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 327'449 CHF | 342'449 CHF | 99.99% | 99.99% |
22.04.2024 | 4.34% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'320 | 2'999'320 | 338'137 CHF | 353'137 CHF | 100.00% | 100.00% |
19.04.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 345'000 CHF | 360'000 CHF | 100.00% | 100.00% |
18.04.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 344'583 CHF | 359'583 CHF | 100.00% | 100.00% |