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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 650'700 | 650'700 | 636'961 | 636'961 | 77'222 CHF | 83'593 CHF | 100.00% | 100.00% |
26.04.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 611'100 | 611'100 | 599'256 | 599'256 | 73'069 CHF | 79'062 CHF | 99.59% | 99.59% |
25.04.2024 | 7.67% | 0.13 CHF | 0.14 CHF | 614'100 | 614'100 | 612'886 | 612'886 | 76'914 CHF | 83'043 CHF | 100.00% | 100.00% |
23.04.2024 | 8.02% | 0.13 CHF | 0.14 CHF | 643'100 | 643'100 | 655'308 | 655'308 | 78'426 CHF | 84'980 CHF | 100.00% | 100.00% |
22.04.2024 | 8.61% | 0.12 CHF | 0.13 CHF | 691'800 | 691'800 | 702'679 | 702'679 | 78'156 CHF | 85'184 CHF | 100.00% | 100.00% |
19.04.2024 | 9.24% | 0.11 CHF | 0.12 CHF | 705'600 | 705'600 | 715'200 | 715'200 | 73'866 CHF | 81'018 CHF | 99.94% | 99.94% |
18.04.2024 | 9.25% | 0.11 CHF | 0.12 CHF | 747'700 | 747'700 | 759'709 | 759'709 | 78'404 CHF | 86'001 CHF | 100.00% | 100.00% |
17.04.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 774'700 | 774'700 | 773'211 | 773'211 | 77'186 CHF | 84'933 CHF | 99.99% | 99.99% |
16.04.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 718'400 | 718'400 | 703'932 | 703'932 | 69'689 CHF | 76'729 CHF | 99.39% | 99.39% |
15.04.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 701'200 | 701'200 | 697'246 | 697'246 | 77'789 CHF | 84'762 CHF | 99.77% | 99.77% |