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 | 5.69% | 0.15 CHF | 0.16 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 29'180 CHF | 30'880 CHF | 99.70% | 99.70% |
24.04.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 170'000 | 170'000 | 169'592 | 169'592 | 36'898 CHF | 38'594 CHF | 99.31% | 99.31% |
23.04.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 165'000 | 165'000 | 165'000 | 165'000 | 56'509 CHF | 58'159 CHF | 94.88% | 95.30% |
22.04.2024 | 3.75% | 0.28 CHF | 0.29 CHF | 165'000 | 165'000 | 165'194 | 165'194 | 43'334 CHF | 44'986 CHF | 100.00% | 100.00% |
19.04.2024 | 5.48% | 0.19 CHF | 0.20 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 30'219 CHF | 31'919 CHF | 50.85% | 100.00% |
18.04.2024 | 5.34% | 0.17 CHF | 0.18 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 31'040 CHF | 32'740 CHF | 100.00% | 100.00% |
17.04.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 170'000 | 170'000 | 169'674 | 169'674 | 30'881 CHF | 32'581 CHF | 99.99% | 99.99% |
16.04.2024 | 4.58% | 0.20 CHF | 0.21 CHF | 170'000 | 170'000 | 169'637 | 169'637 | 36'471 CHF | 38'170 CHF | 99.69% | 99.69% |
15.04.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 165'000 | 165'000 | 164'985 | 164'985 | 43'643 CHF | 45'293 CHF | 100.00% | 100.00% |
12.04.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 165'000 | 165'000 | 165'000 | 165'000 | 46'561 CHF | 48'211 CHF | 100.00% | 100.00% |