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 | 1.91% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'786 CHF | 105'786 CHF | 100.00% | 100.00% |
22.04.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 195'770 | 195'770 | 100'340 CHF | 102'310 CHF | 100.00% | 100.00% |
19.04.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 94'144 CHF | 96'144 CHF | 100.00% | 100.00% |
18.04.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'618 CHF | 95'618 CHF | 99.20% | 99.20% |
17.04.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'095 CHF | 97'095 CHF | 93.18% | 93.18% |
16.04.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'141 CHF | 99'141 CHF | 100.00% | 100.00% |
15.04.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'460 CHF | 109'460 CHF | 97.55% | 97.55% |
12.04.2024 | 1.74% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'003 CHF | 116'003 CHF | 99.48% | 99.48% |
11.04.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 197'538 | 197'349 | 114'498 CHF | 116'360 CHF | 97.02% | 97.02% |
10.04.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 198'291 | 198'202 | 120'216 CHF | 122'144 CHF | 98.74% | 98.74% |