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 | 0.74% | 1.34 CHF | 1.35 CHF | 52'000 | 52'000 | 51'256 | 51'256 | 68'834 CHF | 69'346 CHF | 99.76% | 99.76% |
23.04.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 52'000 | 52'000 | 51'870 | 51'870 | 69'876 CHF | 70'395 CHF | 100.00% | 100.00% |
22.04.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 52'000 | 52'000 | 51'977 | 51'977 | 69'874 CHF | 70'394 CHF | 100.00% | 100.00% |
19.04.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 52'000 | 52'000 | 52'283 | 52'283 | 67'323 CHF | 67'846 CHF | 99.99% | 99.99% |
18.04.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 52'000 | 52'000 | 52'049 | 52'049 | 67'626 CHF | 68'147 CHF | 100.00% | 100.00% |
17.04.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 53'000 | 53'000 | 52'904 | 52'904 | 64'129 CHF | 64'659 CHF | 100.00% | 100.00% |
16.04.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 54'000 | 54'000 | 53'915 | 53'915 | 60'889 CHF | 61'429 CHF | 99.69% | 99.69% |
15.04.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 54'000 | 54'000 | 53'067 | 53'067 | 61'611 CHF | 62'141 CHF | 100.00% | 100.00% |
12.04.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 54'000 | 54'000 | 53'313 | 53'313 | 62'419 CHF | 62'952 CHF | 100.00% | 100.00% |
11.04.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 53'000 | 53'000 | 52'991 | 52'991 | 61'443 CHF | 61'973 CHF | 100.00% | 100.00% |