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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 39'700 | 39'700 | 39'178 | 39'178 | 41'007 CHF | 41'399 CHF | 99.72% | 99.72% |
23.04.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 38'400 | 38'400 | 38'549 | 38'549 | 41'037 CHF | 41'423 CHF | 99.99% | 99.99% |
22.04.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 36'500 | 36'500 | 36'758 | 36'758 | 38'980 CHF | 39'347 CHF | 100.00% | 100.00% |
19.04.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 37'000 | 37'000 | 36'847 | 36'847 | 41'468 CHF | 41'836 CHF | 100.00% | 100.00% |
18.04.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 39'900 | 39'900 | 39'742 | 39'742 | 44'494 CHF | 44'892 CHF | 99.99% | 99.99% |
17.04.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 39'500 | 39'500 | 39'224 | 39'224 | 41'646 CHF | 42'039 CHF | 99.99% | 99.99% |
16.04.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 39'000 | 39'000 | 38'355 | 38'355 | 42'845 CHF | 43'229 CHF | 99.68% | 99.68% |
15.04.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 36'000 | 36'000 | 35'890 | 35'890 | 39'401 CHF | 39'760 CHF | 99.84% | 99.84% |
12.04.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 40'400 | 40'400 | 40'632 | 40'632 | 47'130 CHF | 47'536 CHF | 100.00% | 100.00% |
11.04.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 46'100 | 46'100 | 46'293 | 46'293 | 45'518 CHF | 45'981 CHF | 99.37% | 99.37% |