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 | 0.92% | 1.09 CHF | 1.10 CHF | 215'000 | 215'000 | 214'989 | 214'989 | 231'962 CHF | 234'112 CHF | 100.00% | 100.00% |
24.04.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 207'100 | 207'100 | 207'020 | 207'020 | 220'708 CHF | 222'779 CHF | 100.00% | 100.00% |
23.04.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 236'600 | 236'600 | 236'580 | 236'580 | 245'681 CHF | 248'047 CHF | 100.00% | 100.00% |
22.04.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 263'200 | 263'200 | 263'140 | 263'140 | 235'869 CHF | 238'501 CHF | 99.91% | 99.91% |
19.04.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 263'400 | 263'400 | 263'400 | 263'400 | 206'504 CHF | 209'138 CHF | 100.00% | 100.00% |
18.04.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 300'300 | 300'300 | 300'300 | 300'300 | 231'533 CHF | 234'536 CHF | 100.00% | 100.00% |
17.04.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 329'500 | 329'500 | 328'858 | 328'858 | 235'589 CHF | 238'884 CHF | 100.00% | 100.00% |
16.04.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 279'600 | 279'600 | 279'579 | 279'579 | 183'253 CHF | 186'049 CHF | 99.88% | 99.88% |
15.04.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 285'700 | 285'700 | 285'700 | 285'700 | 228'484 CHF | 231'341 CHF | 99.83% | 99.83% |
12.04.2024 | 1.25% | 0.74 CHF | 0.75 CHF | 279'700 | 279'700 | 279'700 | 279'700 | 223'391 CHF | 226'188 CHF | 100.00% | 100.00% |