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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 164'000 | 164'000 | 165'046 | 165'046 | 177'309 CHF | 178'960 CHF | 100.00% | 100.00% |
24.04.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 160'000 | 160'000 | 158'593 | 158'593 | 198'065 CHF | 199'651 CHF | 99.76% | 99.76% |
23.04.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 158'000 | 158'000 | 159'562 | 159'562 | 197'811 CHF | 199'406 CHF | 100.00% | 100.00% |
22.04.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 194'021 CHF | 195'621 CHF | 100.00% | 100.00% |
19.04.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 158'000 | 158'000 | 158'935 | 158'935 | 182'529 CHF | 184'119 CHF | 100.00% | 100.00% |
18.04.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 162'000 | 162'000 | 160'804 | 160'804 | 176'910 CHF | 178'518 CHF | 100.00% | 100.00% |
17.04.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 160'000 | 160'000 | 161'276 | 161'276 | 172'666 CHF | 174'281 CHF | 100.00% | 100.00% |
16.04.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 162'000 | 162'000 | 161'933 | 161'933 | 169'344 CHF | 170'966 CHF | 99.69% | 99.69% |
15.04.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 162'000 | 162'000 | 161'826 | 161'826 | 175'162 CHF | 176'780 CHF | 99.84% | 99.84% |
12.04.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 162'000 | 162'000 | 160'089 | 160'089 | 180'090 CHF | 181'691 CHF | 100.00% | 100.00% |