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 | 0.27% | 3.68 CHF | 3.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 375'693 CHF | 376'693 CHF | 90.55% | 90.55% |
23.04.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 363'572 CHF | 364'572 CHF | 95.72% | 95.72% |
22.04.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 347'479 CHF | 348'479 CHF | 99.93% | 99.93% |
19.04.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 337'899 CHF | 338'899 CHF | 99.61% | 99.61% |
18.04.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 344'543 CHF | 345'543 CHF | 99.05% | 99.05% |
17.04.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 349'460 CHF | 350'460 CHF | 99.32% | 99.32% |
16.04.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 345'060 CHF | 346'060 CHF | 92.03% | 92.03% |
15.04.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 371'260 CHF | 372'260 CHF | 98.83% | 98.83% |
12.04.2024 | 0.27% | 3.53 CHF | 3.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 369'068 CHF | 370'068 CHF | 99.25% | 99.25% |
11.04.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 367'854 CHF | 368'854 CHF | 94.98% | 94.98% |