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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.73% | 1.25 CHF | 1.26 CHF | 327'800 | 327'800 | 327'644 | 327'644 | 447'681 CHF | 450'959 CHF | 100.00% | 100.00% |
23.04.2024 | 0.80% | 1.32 CHF | 1.33 CHF | 382'400 | 382'400 | 382'355 | 382'355 | 477'267 CHF | 481'091 CHF | 100.00% | 100.00% |
22.04.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 404'800 | 404'800 | 404'708 | 404'708 | 445'367 CHF | 449'415 CHF | 100.00% | 100.00% |
19.04.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 387'500 | 387'500 | 387'500 | 387'500 | 397'984 CHF | 401'859 CHF | 99.99% | 99.99% |
18.04.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 405'800 | 405'800 | 405'800 | 405'800 | 439'220 CHF | 443'278 CHF | 100.00% | 100.00% |
17.04.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 402'700 | 402'700 | 401'915 | 401'915 | 450'978 CHF | 455'005 CHF | 99.99% | 99.99% |
16.04.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 343'300 | 343'300 | 343'292 | 343'292 | 363'680 CHF | 367'113 CHF | 99.81% | 99.81% |
15.04.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 363'700 | 363'700 | 363'700 | 363'700 | 475'941 CHF | 479'578 CHF | 99.82% | 99.82% |
12.04.2024 | 0.78% | 1.13 CHF | 1.14 CHF | 353'800 | 353'800 | 353'800 | 353'800 | 455'022 CHF | 458'560 CHF | 99.99% | 99.99% |
11.04.2024 | 0.78% | 1.21 CHF | 1.22 CHF | 326'100 | 326'100 | 326'067 | 326'067 | 415'643 CHF | 418'904 CHF | 99.82% | 99.82% |