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 | 2.08% | 0.24 CHF | 0.25 CHF | 447'700 | 447'700 | 448'696 | 448'696 | 106'508 CHF | 108'752 CHF | 99.93% | 99.93% |
24.04.2024 | 2.04% | 0.24 CHF | 0.24 CHF | 448'700 | 448'700 | 448'583 | 448'583 | 109'015 CHF | 111'259 CHF | 100.00% | 100.00% |
23.04.2024 | 2.05% | 0.25 CHF | 0.25 CHF | 448'700 | 448'700 | 423'607 | 423'607 | 102'418 CHF | 104'537 CHF | 100.00% | 100.00% |
22.04.2024 | 3.60% | 0.25 CHF | 0.26 CHF | 415'800 | 415'800 | 412'097 | 412'097 | 103'811 CHF | 107'618 CHF | 100.00% | 100.00% |
19.04.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 411'100 | 411'100 | 398'864 | 398'864 | 105'499 CHF | 109'488 CHF | 100.00% | 100.00% |
18.04.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 395'000 | 395'000 | 387'076 | 387'076 | 105'301 CHF | 109'172 CHF | 100.00% | 100.00% |
17.04.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 384'700 | 384'700 | 369'074 | 369'074 | 107'113 CHF | 110'811 CHF | 100.00% | 100.00% |
16.04.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 365'100 | 365'100 | 358'945 | 358'945 | 109'571 CHF | 113'160 CHF | 99.75% | 99.75% |
15.04.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 357'000 | 357'000 | 334'543 | 334'543 | 103'721 CHF | 107'067 CHF | 100.00% | 100.00% |
12.04.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 327'800 | 327'800 | 345'034 | 345'034 | 121'805 CHF | 125'255 CHF | 100.00% | 100.00% |