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 | 0.81% | 1.25 CHF | 1.26 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 209'201 CHF | 210'901 CHF | 98.86% | 98.86% |
25.04.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 210'128 CHF | 211'828 CHF | 99.69% | 99.69% |
24.04.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 169'592 | 169'592 | 217'637 CHF | 219'333 CHF | 99.30% | 99.30% |
23.04.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 165'000 | 165'000 | 165'000 | 165'000 | 234'400 CHF | 236'050 CHF | 100.00% | 100.00% |
22.04.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 165'000 | 165'000 | 165'194 | 165'194 | 220'100 CHF | 221'752 CHF | 100.00% | 100.00% |
19.04.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 208'941 CHF | 210'641 CHF | 100.00% | 100.00% |
18.04.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 211'656 CHF | 213'356 CHF | 100.00% | 100.00% |
17.04.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 170'000 | 170'000 | 169'690 | 169'690 | 211'115 CHF | 212'815 CHF | 100.00% | 100.00% |
16.04.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 170'000 | 170'000 | 169'651 | 169'651 | 217'120 CHF | 218'820 CHF | 99.68% | 99.68% |
15.04.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 165'000 | 165'000 | 164'985 | 164'985 | 220'029 CHF | 221'679 CHF | 99.99% | 99.99% |