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 | 1.30% | 0.74 CHF | 0.75 CHF | 806'500 | 806'500 | 806'500 | 806'500 | 616'051 CHF | 624'116 CHF | 99.58% | 99.58% |
26.04.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 871'400 | 871'400 | 871'400 | 871'400 | 631'939 CHF | 640'653 CHF | 98.83% | 98.83% |
25.04.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 777'100 | 777'100 | 777'059 | 777'059 | 540'407 CHF | 548'178 CHF | 100.00% | 100.00% |
24.04.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 702'700 | 702'700 | 702'700 | 702'700 | 582'116 CHF | 589'143 CHF | 100.00% | 100.00% |
23.04.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 797'500 | 797'500 | 797'499 | 797'499 | 699'277 CHF | 707'252 CHF | 99.87% | 99.87% |
22.04.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 857'100 | 857'100 | 857'100 | 857'100 | 621'718 CHF | 630'290 CHF | 100.00% | 100.00% |
19.04.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 914'000 | 914'000 | 914'000 | 914'000 | 579'354 CHF | 588'494 CHF | 99.99% | 99.99% |
18.04.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 912'200 | 912'200 | 912'200 | 912'200 | 592'893 CHF | 602'015 CHF | 99.99% | 99.99% |
17.04.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 943'000 | 943'000 | 941'148 | 941'148 | 617'254 CHF | 626'684 CHF | 100.00% | 100.00% |
16.04.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 769'400 | 769'400 | 769'360 | 769'360 | 502'887 CHF | 510'581 CHF | 99.92% | 99.92% |