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 | 2.82% | 0.37 CHF | 0.38 CHF | 761'900 | 761'900 | 333'633 | 333'633 | 120'693 CHF | 124'037 CHF | 100.00% | 100.00% |
22.04.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 824'400 | 824'400 | 354'414 | 354'414 | 116'809 CHF | 120'360 CHF | 100.00% | 100.00% |
19.04.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 663'500 | 663'500 | 281'264 | 281'264 | 109'167 CHF | 111'984 CHF | 99.94% | 99.94% |
18.04.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 648'900 | 648'900 | 285'404 | 285'404 | 118'434 CHF | 121'296 CHF | 100.00% | 100.00% |
17.04.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 514'100 | 514'100 | 221'572 | 221'572 | 113'946 CHF | 116'173 CHF | 99.98% | 99.98% |
16.04.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 535'500 | 535'500 | 229'960 | 229'960 | 117'998 CHF | 120'302 CHF | 100.00% | 100.00% |
15.04.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 505'000 | 505'000 | 218'201 | 218'201 | 115'170 CHF | 117'353 CHF | 98.80% | 98.80% |
12.04.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 437'800 | 437'800 | 181'425 | 181'425 | 102'670 CHF | 104'487 CHF | 99.95% | 99.95% |
11.04.2024 | 1.71% | 0.63 CHF | 0.64 CHF | 449'600 | 449'600 | 196'464 | 196'464 | 117'724 CHF | 119'692 CHF | 99.99% | 99.99% |
10.04.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 426'400 | 426'400 | 180'222 | 180'222 | 109'903 CHF | 111'727 CHF | 97.94% | 97.94% |