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 | 0.46% | 2.15 CHF | 2.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 21'858 CHF | 21'958 CHF | 100.00% | 100.00% |
23.04.2024 | 0.44% | 2.15 CHF | 2.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 22'542 CHF | 22'642 CHF | 83.71% | 83.71% |
22.04.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'595 CHF | 19'695 CHF | 100.00% | 100.00% |
19.04.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'176 CHF | 18'276 CHF | 100.00% | 100.00% |
18.04.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'252 CHF | 18'352 CHF | 100.00% | 100.00% |
17.04.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'269 CHF | 18'369 CHF | 99.92% | 99.92% |
16.04.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'401 CHF | 18'501 CHF | 100.00% | 100.00% |
15.04.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'088 CHF | 19'188 CHF | 100.00% | 100.00% |
12.04.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'163 CHF | 19'263 CHF | 100.00% | 100.00% |
11.04.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'818 CHF | 18'918 CHF | 99.88% | 99.88% |