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 | 0.70% | 2.16 CHF | 2.17 CHF | 230'000 | 230'000 | 102'636 | 102'636 | 226'376 CHF | 227'713 CHF | 100.00% | 100.00% |
24.04.2024 | 0.71% | 2.18 CHF | 2.19 CHF | 230'000 | 230'000 | 103'165 | 103'165 | 225'460 CHF | 226'803 CHF | 99.82% | 99.82% |
23.04.2024 | 0.71% | 2.20 CHF | 2.21 CHF | 230'000 | 230'000 | 103'182 | 103'182 | 225'026 CHF | 226'368 CHF | 100.00% | 100.00% |
22.04.2024 | 0.71% | 2.17 CHF | 2.18 CHF | 230'000 | 230'000 | 102'902 | 102'902 | 225'062 CHF | 226'401 CHF | 100.00% | 100.00% |
19.04.2024 | 0.72% | 2.19 CHF | 2.20 CHF | 230'000 | 230'000 | 103'019 | 103'019 | 224'032 CHF | 225'372 CHF | 99.99% | 99.99% |
18.04.2024 | 0.71% | 2.18 CHF | 2.19 CHF | 230'000 | 230'000 | 103'189 | 103'189 | 224'353 CHF | 225'696 CHF | 99.98% | 99.98% |
17.04.2024 | 0.72% | 2.15 CHF | 2.16 CHF | 230'000 | 230'000 | 103'025 | 103'025 | 223'351 CHF | 224'692 CHF | 99.98% | 99.98% |
16.04.2024 | 0.70% | 2.18 CHF | 2.19 CHF | 230'000 | 230'000 | 103'006 | 103'006 | 226'663 CHF | 228'004 CHF | 99.89% | 99.89% |
15.04.2024 | 0.68% | 2.24 CHF | 2.25 CHF | 220'000 | 220'000 | 98'773 | 98'773 | 224'424 CHF | 225'709 CHF | 99.55% | 99.55% |
12.04.2024 | 0.67% | 2.26 CHF | 2.27 CHF | 220'000 | 220'000 | 98'442 | 98'442 | 225'060 CHF | 226'338 CHF | 100.00% | 100.00% |