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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 149'831 CHF | 151'831 CHF | 99.89% | 99.89% |
26.04.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 153'917 CHF | 155'917 CHF | 100.00% | 100.00% |
25.04.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'818 CHF | 154'818 CHF | 84.44% | 84.44% |
24.04.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'101 CHF | 166'101 CHF | 100.00% | 100.00% |
23.04.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'681 CHF | 182'681 CHF | 100.00% | 100.00% |
22.04.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 190'119 CHF | 192'119 CHF | 100.00% | 100.00% |
19.04.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 178'353 CHF | 180'353 CHF | 100.00% | 100.00% |
18.04.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 172'694 CHF | 174'694 CHF | 100.00% | 100.00% |
17.04.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 169'688 CHF | 171'688 CHF | 99.67% | 99.67% |
16.04.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 168'263 CHF | 170'263 CHF | 100.00% | 100.00% |