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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 1.17% | 1.76 CHF | 1.78 CHF | 83'100 | 83'100 | 83'733 | 83'733 | 142'010 CHF | 143'684 CHF | 100.00% | 100.00% |
22.04.2024 | 1.31% | 1.51 CHF | 1.53 CHF | 88'600 | 88'600 | 88'292 | 88'292 | 133'813 CHF | 135'579 CHF | 100.00% | 100.00% |
19.04.2024 | 1.35% | 1.46 CHF | 1.48 CHF | 85'500 | 85'500 | 84'950 | 84'950 | 125'117 CHF | 126'816 CHF | 99.99% | 99.99% |
18.04.2024 | 1.25% | 1.58 CHF | 1.60 CHF | 77'800 | 77'800 | 77'416 | 77'416 | 122'970 CHF | 124'519 CHF | 99.99% | 99.99% |
17.04.2024 | 1.74% | 1.71 CHF | 1.74 CHF | 74'500 | 74'500 | 74'098 | 74'098 | 127'326 CHF | 129'553 CHF | 99.99% | 99.99% |
16.04.2024 | 1.70% | 1.76 CHF | 1.79 CHF | 70'500 | 70'500 | 70'555 | 70'555 | 123'785 CHF | 125'901 CHF | 99.12% | 99.12% |
15.04.2024 | 1.57% | 1.87 CHF | 1.90 CHF | 69'300 | 69'300 | 68'693 | 68'693 | 130'587 CHF | 132'648 CHF | 99.84% | 99.84% |
12.04.2024 | 1.52% | 1.84 CHF | 1.87 CHF | 67'300 | 67'300 | 66'170 | 66'170 | 129'458 CHF | 131'443 CHF | 100.00% | 100.00% |
11.04.2024 | 1.52% | 1.96 CHF | 1.99 CHF | 68'300 | 68'300 | 68'074 | 68'074 | 133'266 CHF | 135'309 CHF | 98.41% | 98.41% |
10.04.2024 | 1.53% | 1.92 CHF | 1.95 CHF | 64'600 | 64'600 | 64'406 | 64'406 | 125'354 CHF | 127'286 CHF | 97.87% | 97.87% |