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 | 1.60% | 0.60 CHF | 0.61 CHF | 202'700 | 202'700 | 202'700 | 202'700 | 125'389 CHF | 127'416 CHF | 99.69% | 99.69% |
23.04.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 177'300 | 177'300 | 177'287 | 177'287 | 141'671 CHF | 143'444 CHF | 100.00% | 100.00% |
22.04.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 191'600 | 191'600 | 191'826 | 191'826 | 137'732 CHF | 139'650 CHF | 100.00% | 100.00% |
19.04.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 206'700 | 206'700 | 206'700 | 206'700 | 130'160 CHF | 132'227 CHF | 100.00% | 100.00% |
18.04.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 206'200 | 206'200 | 206'200 | 206'200 | 132'613 CHF | 134'675 CHF | 100.00% | 100.00% |
17.04.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 199'600 | 199'600 | 199'211 | 199'211 | 127'979 CHF | 129'975 CHF | 100.00% | 100.00% |
16.04.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 183'300 | 183'300 | 183'205 | 183'205 | 123'322 CHF | 125'154 CHF | 99.68% | 99.68% |
15.04.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 178'100 | 178'100 | 178'115 | 178'115 | 128'832 CHF | 130'613 CHF | 99.84% | 99.84% |
12.04.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 173'700 | 173'700 | 173'700 | 173'700 | 128'727 CHF | 130'464 CHF | 99.99% | 99.99% |
11.04.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 180'200 | 180'200 | 180'200 | 180'200 | 137'940 CHF | 139'742 CHF | 98.41% | 98.41% |