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 | 5.61% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 260'208 CHF | 275'208 CHF | 100.00% | 100.00% |
23.04.2024 | 5.81% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'999'840 | 2'999'840 | 250'901 CHF | 265'901 CHF | 100.00% | 100.00% |
22.04.2024 | 4.90% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 298'849 CHF | 313'849 CHF | 100.00% | 100.00% |
19.04.2024 | 4.23% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 347'299 CHF | 362'299 CHF | 100.00% | 100.00% |
18.04.2024 | 4.31% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 340'697 CHF | 355'697 CHF | 100.00% | 100.00% |
17.04.2024 | 4.35% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'993'970 | 2'993'970 | 337'841 CHF | 352'841 CHF | 100.00% | 100.00% |
16.04.2024 | 4.28% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'740 | 2'999'740 | 343'364 CHF | 358'364 CHF | 99.92% | 99.92% |
15.04.2024 | 4.97% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 294'540 CHF | 309'540 CHF | 99.84% | 99.84% |
12.04.2024 | 5.16% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 283'892 CHF | 298'892 CHF | 100.00% | 100.00% |
11.04.2024 | 5.12% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'930 | 2'999'930 | 285'613 CHF | 300'613 CHF | 99.44% | 99.44% |