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 | 9.50% | 0.11 CHF | 0.12 CHF | 744'100 | 744'100 | 748'408 | 748'408 | 75'068 CHF | 82'552 CHF | 100.00% | 100.00% |
17.04.2024 | 9.39% | 0.10 CHF | 0.11 CHF | 760'300 | 760'300 | 757'429 | 757'429 | 77'194 CHF | 84'783 CHF | 100.00% | 100.00% |
16.04.2024 | 9.88% | 0.10 CHF | 0.11 CHF | 747'200 | 747'200 | 747'136 | 747'136 | 71'916 CHF | 79'387 CHF | 99.68% | 99.68% |
15.04.2024 | 9.06% | 0.11 CHF | 0.12 CHF | 732'600 | 732'600 | 727'396 | 727'396 | 76'629 CHF | 83'903 CHF | 99.84% | 99.84% |
12.04.2024 | 9.08% | 0.10 CHF | 0.11 CHF | 744'900 | 744'900 | 735'846 | 735'846 | 77'431 CHF | 84'790 CHF | 100.00% | 100.00% |
11.04.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 717'600 | 717'600 | 707'513 | 707'513 | 73'821 CHF | 80'896 CHF | 99.36% | 99.36% |
10.04.2024 | 9.03% | 0.11 CHF | 0.12 CHF | 696'300 | 696'300 | 697'922 | 697'922 | 73'806 CHF | 80'786 CHF | 100.00% | 100.00% |
09.04.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 621'700 | 621'700 | 611'824 | 611'824 | 70'476 CHF | 76'595 CHF | 100.00% | 100.00% |
08.04.2024 | 7.79% | 0.13 CHF | 0.14 CHF | 624'100 | 624'100 | 627'608 | 627'608 | 77'462 CHF | 83'738 CHF | 100.00% | 100.00% |
05.04.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 638'500 | 638'500 | 644'121 | 644'121 | 72'017 CHF | 78'459 CHF | 100.00% | 100.00% |