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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'600'500 | 1'600'500 | 1'608'430 | 1'608'430 | 72'383 CHF | 88'467 CHF | 99.99% | 99.99% |
17.04.2024 | 17.66% | 0.05 CHF | 0.06 CHF | 1'602'300 | 1'602'300 | 1'574'000 | 1'574'000 | 81'847 CHF | 97'618 CHF | 100.00% | 100.00% |
16.04.2024 | 18.58% | 0.05 CHF | 0.06 CHF | 1'397'800 | 1'397'800 | 1'388'410 | 1'388'410 | 67'928 CHF | 81'812 CHF | 99.39% | 99.39% |
15.04.2024 | 16.69% | 0.06 CHF | 0.07 CHF | 1'411'400 | 1'411'400 | 1'413'340 | 1'413'340 | 77'643 CHF | 91'776 CHF | 99.77% | 99.77% |
12.04.2024 | 16.89% | 0.05 CHF | 0.06 CHF | 1'457'100 | 1'457'100 | 1'455'350 | 1'455'350 | 78'980 CHF | 93'534 CHF | 99.41% | 99.41% |
11.04.2024 | 16.69% | 0.06 CHF | 0.07 CHF | 1'278'300 | 1'278'300 | 1'270'810 | 1'270'810 | 69'840 CHF | 82'549 CHF | 99.97% | 99.97% |
10.04.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 1'348'200 | 1'348'200 | 1'351'290 | 1'351'290 | 75'387 CHF | 88'900 CHF | 100.00% | 100.00% |
09.04.2024 | 15.57% | 0.06 CHF | 0.07 CHF | 1'265'300 | 1'265'300 | 1'248'200 | 1'248'200 | 73'982 CHF | 86'464 CHF | 100.00% | 100.00% |
08.04.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'277'000 | 1'277'000 | 1'277'180 | 1'277'180 | 76'631 CHF | 89'403 CHF | 100.00% | 100.00% |
05.04.2024 | 15.87% | 0.06 CHF | 0.07 CHF | 1'183'900 | 1'183'900 | 1'183'090 | 1'183'090 | 68'756 CHF | 80'587 CHF | 100.00% | 100.00% |