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 | 8.40% | 0.11 CHF | 0.12 CHF | 699'600 | 699'600 | 313'110 | 313'110 | 35'419 CHF | 38'551 CHF | 97.38% | 97.38% |
23.04.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 716'100 | 716'100 | 320'469 | 320'469 | 35'848 CHF | 39'058 CHF | 100.00% | 100.00% |
22.04.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 733'200 | 733'200 | 328'123 | 328'123 | 36'090 CHF | 39'378 CHF | 99.99% | 99.99% |
19.04.2024 | 9.18% | 0.11 CHF | 0.12 CHF | 748'100 | 748'100 | 338'143 | 338'143 | 36'303 CHF | 39'691 CHF | 100.00% | 100.00% |
18.04.2024 | 9.63% | 0.11 CHF | 0.12 CHF | 779'900 | 779'900 | 355'840 | 355'840 | 36'108 CHF | 39'673 CHF | 100.00% | 100.00% |
17.04.2024 | 9.96% | 0.10 CHF | 0.11 CHF | 824'100 | 824'100 | 368'472 | 368'472 | 35'943 CHF | 39'639 CHF | 100.00% | 100.00% |
16.04.2024 | 10.23% | 0.10 CHF | 0.11 CHF | 833'200 | 833'200 | 376'306 | 376'306 | 35'413 CHF | 39'183 CHF | 100.00% | 100.00% |
15.04.2024 | 10.10% | 0.10 CHF | 0.11 CHF | 841'300 | 841'300 | 377'053 | 377'053 | 36'489 CHF | 40'267 CHF | 99.84% | 99.84% |
12.04.2024 | 9.80% | 0.10 CHF | 0.11 CHF | 817'600 | 817'600 | 361'150 | 361'150 | 35'227 CHF | 38'845 CHF | 100.00% | 100.00% |
11.04.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 799'500 | 799'500 | 357'840 | 357'840 | 35'164 CHF | 38'749 CHF | 100.00% | 100.00% |