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 | 5.54% | 0.18 CHF | 0.19 CHF | 654'900 | 654'900 | 655'757 | 655'757 | 115'129 CHF | 121'687 CHF | 99.69% | 99.69% |
23.04.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 661'700 | 661'700 | 661'634 | 661'634 | 100'998 CHF | 107'615 CHF | 100.00% | 100.00% |
22.04.2024 | 6.76% | 0.15 CHF | 0.16 CHF | 711'100 | 711'100 | 709'546 | 709'546 | 101'481 CHF | 108'578 CHF | 100.00% | 100.00% |
19.04.2024 | 7.20% | 0.14 CHF | 0.15 CHF | 765'100 | 765'100 | 777'588 | 777'588 | 104'144 CHF | 111'920 CHF | 99.99% | 99.99% |
18.04.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 743'000 | 743'000 | 743'635 | 743'635 | 96'872 CHF | 104'308 CHF | 100.00% | 100.00% |
17.04.2024 | 7.05% | 0.14 CHF | 0.14 CHF | 721'600 | 721'600 | 717'548 | 717'548 | 98'540 CHF | 105'729 CHF | 99.99% | 99.99% |
16.04.2024 | 6.84% | 0.14 CHF | 0.15 CHF | 687'600 | 687'600 | 688'590 | 688'590 | 97'303 CHF | 104'189 CHF | 99.68% | 99.68% |
15.04.2024 | 6.59% | 0.14 CHF | 0.16 CHF | 717'300 | 717'300 | 714'076 | 714'076 | 104'841 CHF | 111'982 CHF | 99.84% | 99.84% |
12.04.2024 | 6.93% | 0.14 CHF | 0.14 CHF | 722'400 | 722'400 | 713'888 | 713'888 | 99'510 CHF | 106'649 CHF | 100.00% | 100.00% |
11.04.2024 | 6.44% | 0.14 CHF | 0.15 CHF | 662'400 | 662'400 | 652'953 | 652'953 | 98'211 CHF | 104'741 CHF | 99.10% | 99.10% |