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 | 1.07% | 11.85 CHF | 11.88 CHF | 13'500 | 13'500 | 6'059 | 6'059 | 71'803 CHF | 72'354 CHF | 99.31% | 99.31% |
23.04.2024 | 1.07% | 11.89 CHF | 11.92 CHF | 13'700 | 13'700 | 6'177 | 6'177 | 72'999 CHF | 73'564 CHF | 100.00% | 100.00% |
22.04.2024 | 1.06% | 11.40 CHF | 11.42 CHF | 14'300 | 14'300 | 6'434 | 6'434 | 72'106 CHF | 72'628 CHF | 100.00% | 100.00% |
19.04.2024 | 1.10% | 10.88 CHF | 10.90 CHF | 14'500 | 14'500 | 6'598 | 6'598 | 70'804 CHF | 71'348 CHF | 99.74% | 99.74% |
18.04.2024 | 1.10% | 10.78 CHF | 10.80 CHF | 14'800 | 14'800 | 6'695 | 6'695 | 71'454 CHF | 72'000 CHF | 99.98% | 99.98% |
17.04.2024 | 1.05% | 10.05 CHF | 10.07 CHF | 16'300 | 16'300 | 7'274 | 7'274 | 72'343 CHF | 72'873 CHF | 99.98% | 99.98% |
16.04.2024 | 1.10% | 10.00 CHF | 10.02 CHF | 16'100 | 16'100 | 7'247 | 7'247 | 71'945 CHF | 72'497 CHF | 100.00% | 100.00% |
15.04.2024 | 1.06% | 10.20 CHF | 10.22 CHF | 15'700 | 15'700 | 7'062 | 7'062 | 72'293 CHF | 72'832 CHF | 99.66% | 99.66% |
12.04.2024 | 1.04% | 10.20 CHF | 10.22 CHF | 15'400 | 15'400 | 6'927 | 6'927 | 71'318 CHF | 71'845 CHF | 99.99% | 99.99% |
11.04.2024 | 1.05% | 10.24 CHF | 10.26 CHF | 15'400 | 15'400 | 6'926 | 6'926 | 71'789 CHF | 72'317 CHF | 99.98% | 99.98% |