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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 99'670 | 99'670 | 28'213 CHF | 29'210 CHF | 99.17% | 99.17% |
25.04.2024 | 3.44% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 98'929 | 98'919 | 28'693 CHF | 29'681 CHF | 98.72% | 98.72% |
24.04.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 98'823 | 98'823 | 33'571 CHF | 34'560 CHF | 99.61% | 99.61% |
23.04.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 98'979 | 98'979 | 47'084 CHF | 48'075 CHF | 98.97% | 98.97% |
22.04.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 99'299 | 99'299 | 38'418 CHF | 39'411 CHF | 98.56% | 98.56% |
19.04.2024 | 3.51% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 98'952 | 98'942 | 28'054 CHF | 29'042 CHF | 97.89% | 97.89% |
18.04.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 98'886 | 98'886 | 29'820 CHF | 30'810 CHF | 99.57% | 99.57% |
17.04.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 97'893 | 97'722 | 29'352 CHF | 30'277 CHF | 98.71% | 98.71% |
16.04.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 97'783 | 97'783 | 33'089 CHF | 34'070 CHF | 95.73% | 95.73% |
15.04.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 99'032 | 99'032 | 38'679 CHF | 39'671 CHF | 99.37% | 99.37% |