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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 78'000 | 78'000 | 78'462 | 78'462 | 56'269 CHF | 57'053 CHF | 100.00% | 100.00% |
24.04.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 78'000 | 78'000 | 77'829 | 77'829 | 57'898 CHF | 58'676 CHF | 99.76% | 99.76% |
23.04.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 77'000 | 77'000 | 77'762 | 77'762 | 58'823 CHF | 59'601 CHF | 99.99% | 99.99% |
22.04.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 78'000 | 78'000 | 78'356 | 78'356 | 56'985 CHF | 57'768 CHF | 100.00% | 100.00% |
19.04.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 79'000 | 79'000 | 79'446 | 79'446 | 53'155 CHF | 53'949 CHF | 100.00% | 100.00% |
18.04.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 78'000 | 78'000 | 78'226 | 78'226 | 56'750 CHF | 57'533 CHF | 100.00% | 100.00% |
17.04.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 77'000 | 77'000 | 76'680 | 76'680 | 61'411 CHF | 62'179 CHF | 99.99% | 99.99% |
16.04.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 77'000 | 77'000 | 76'412 | 76'412 | 62'188 CHF | 62'954 CHF | 99.69% | 99.69% |
15.04.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 74'106 | 74'106 | 69'524 CHF | 70'265 CHF | 100.00% | 100.00% |
12.04.2024 | 1.07% | 0.86 CHF | 0.87 CHF | 76'000 | 76'000 | 74'358 | 74'358 | 69'156 CHF | 69'900 CHF | 99.99% | 99.99% |