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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'768 CHF | 42'268 CHF | 99.83% | 99.83% |
26.04.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'647 CHF | 41'147 CHF | 100.00% | 100.00% |
25.04.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'992 CHF | 39'492 CHF | 84.33% | 84.33% |
24.04.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'125 CHF | 40'625 CHF | 100.00% | 100.00% |
23.04.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'136 CHF | 40'636 CHF | 100.00% | 100.00% |
22.04.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'751 CHF | 41'251 CHF | 100.00% | 100.00% |
19.04.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'484 CHF | 39'984 CHF | 100.00% | 100.00% |
18.04.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'018 CHF | 41'518 CHF | 99.59% | 99.59% |
17.04.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'061 CHF | 41'561 CHF | 99.34% | 99.34% |
16.04.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'673 CHF | 40'173 CHF | 100.00% | 100.00% |