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 | 1.16% | 1.34 CHF | 1.35 CHF | 230'000 | 230'000 | 103'340 | 103'340 | 138'250 CHF | 139'593 CHF | 99.66% | 99.66% |
26.04.2024 | 1.15% | 1.35 CHF | 1.36 CHF | 230'000 | 230'000 | 103'107 | 103'107 | 138'587 CHF | 139'929 CHF | 99.50% | 99.50% |
25.04.2024 | 1.11% | 1.34 CHF | 1.35 CHF | 230'000 | 230'000 | 102'631 | 102'631 | 141'952 CHF | 143'288 CHF | 100.00% | 100.00% |
24.04.2024 | 1.13% | 1.35 CHF | 1.36 CHF | 230'000 | 230'000 | 103'145 | 103'145 | 140'495 CHF | 141'837 CHF | 99.80% | 99.80% |
23.04.2024 | 1.14% | 1.38 CHF | 1.39 CHF | 230'000 | 230'000 | 103'186 | 103'186 | 140'444 CHF | 141'787 CHF | 100.00% | 100.00% |
22.04.2024 | 1.14% | 1.35 CHF | 1.36 CHF | 230'000 | 230'000 | 102'912 | 102'912 | 140'658 CHF | 141'998 CHF | 99.99% | 99.99% |
19.04.2024 | 1.15% | 1.37 CHF | 1.38 CHF | 230'000 | 230'000 | 103'033 | 103'033 | 139'823 CHF | 141'164 CHF | 100.00% | 100.00% |
18.04.2024 | 1.14% | 1.36 CHF | 1.37 CHF | 230'000 | 230'000 | 103'196 | 103'196 | 139'933 CHF | 141'275 CHF | 99.98% | 99.98% |
17.04.2024 | 1.15% | 1.33 CHF | 1.34 CHF | 230'000 | 230'000 | 103'025 | 103'025 | 138'913 CHF | 140'254 CHF | 99.98% | 99.98% |
16.04.2024 | 1.12% | 1.36 CHF | 1.37 CHF | 230'000 | 230'000 | 103'003 | 103'003 | 142'244 CHF | 143'585 CHF | 99.90% | 99.90% |