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 | 6.40% | 0.14 CHF | 0.16 CHF | 851'500 | 851'500 | 832'385 | 832'385 | 126'072 CHF | 134'396 CHF | 100.00% | 100.00% |
23.04.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 784'600 | 784'600 | 784'529 | 784'529 | 121'616 CHF | 129'462 CHF | 100.00% | 100.00% |
22.04.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 814'100 | 814'100 | 814'100 | 814'100 | 128'409 CHF | 136'550 CHF | 100.00% | 100.00% |
19.04.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 789'900 | 789'900 | 789'900 | 789'900 | 120'433 CHF | 128'332 CHF | 100.00% | 100.00% |
18.04.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 795'100 | 795'100 | 795'100 | 795'100 | 126'881 CHF | 134'832 CHF | 100.00% | 100.00% |
17.04.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 807'500 | 807'500 | 805'354 | 805'354 | 128'098 CHF | 136'167 CHF | 100.00% | 100.00% |
16.04.2024 | 6.33% | 0.16 CHF | 0.17 CHF | 816'500 | 816'500 | 816'740 | 816'740 | 125'049 CHF | 133'216 CHF | 99.61% | 99.61% |
15.04.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 823'500 | 823'500 | 826'293 | 826'293 | 124'480 CHF | 132'743 CHF | 99.57% | 99.57% |
12.04.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 821'500 | 821'500 | 821'500 | 821'500 | 127'603 CHF | 135'818 CHF | 100.00% | 100.00% |
11.04.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 889'000 | 889'000 | 888'971 | 888'971 | 135'792 CHF | 144'682 CHF | 99.97% | 99.97% |