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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 396'000 | 396'000 | 396'000 | 396'000 | 154'350 CHF | 158'310 CHF | 99.62% | 99.62% |
25.04.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 396'000 | 396'000 | 399'969 | 399'969 | 162'141 CHF | 166'141 CHF | 99.99% | 99.99% |
24.04.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 396'000 | 396'000 | 395'978 | 395'978 | 156'240 CHF | 160'200 CHF | 99.78% | 99.78% |
23.04.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 419'000 | 419'000 | 395'990 | 395'990 | 156'004 CHF | 159'964 CHF | 100.00% | 100.00% |
22.04.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 396'000 | 396'000 | 395'874 | 395'874 | 151'775 CHF | 155'735 CHF | 100.00% | 100.00% |
19.04.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 396'000 | 396'000 | 396'528 | 396'528 | 155'152 CHF | 159'117 CHF | 100.00% | 100.00% |
18.04.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 396'000 | 396'000 | 396'000 | 396'000 | 154'415 CHF | 158'375 CHF | 100.00% | 100.00% |
17.04.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 419'000 | 419'000 | 395'669 | 395'669 | 155'126 CHF | 159'090 CHF | 100.00% | 100.00% |
16.04.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 396'000 | 396'000 | 395'402 | 395'402 | 153'639 CHF | 157'599 CHF | 99.59% | 99.59% |
15.04.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 373'000 | 373'000 | 372'921 | 372'921 | 117'412 CHF | 121'142 CHF | 100.00% | 100.00% |