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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 159'800 | 159'800 | 160'464 | 160'464 | 95'270 CHF | 96'874 CHF | 100.00% | 100.00% |
17.04.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 150'700 | 150'700 | 149'792 | 149'792 | 101'616 CHF | 103'117 CHF | 100.00% | 100.00% |
16.04.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 147'000 | 147'000 | 146'392 | 146'392 | 98'204 CHF | 99'668 CHF | 99.90% | 99.90% |
15.04.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 150'700 | 150'700 | 149'731 | 149'731 | 112'049 CHF | 113'546 CHF | 99.47% | 99.47% |
12.04.2024 | 1.33% | 0.70 CHF | 0.71 CHF | 140'200 | 140'200 | 137'307 | 137'307 | 102'423 CHF | 103'796 CHF | 100.00% | 100.00% |
11.04.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 120'100 | 120'100 | 120'586 | 120'586 | 100'749 CHF | 101'955 CHF | 99.71% | 99.71% |
10.04.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 120'500 | 120'500 | 120'003 | 120'003 | 109'629 CHF | 110'829 CHF | 99.96% | 99.96% |
09.04.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 133'500 | 133'500 | 132'947 | 132'947 | 111'549 CHF | 112'878 CHF | 99.47% | 99.47% |
08.04.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 154'300 | 154'300 | 153'664 | 153'664 | 113'705 CHF | 115'241 CHF | 100.00% | 100.00% |
05.04.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 150'100 | 150'100 | 149'481 | 149'481 | 101'802 CHF | 103'296 CHF | 100.00% | 100.00% |