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 | 0.29% | 3.56 CHF | 3.57 CHF | 150'000 | 150'000 | 149'969 | 149'969 | 519'697 CHF | 521'197 CHF | 99.99% | 99.99% |
22.04.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 563'946 CHF | 565'446 CHF | 100.00% | 100.00% |
19.04.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 613'217 CHF | 614'717 CHF | 99.97% | 99.97% |
18.04.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 621'113 CHF | 622'613 CHF | 99.97% | 99.97% |
17.04.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 150'000 | 150'000 | 149'708 | 149'708 | 626'920 CHF | 628'420 CHF | 98.87% | 98.87% |
16.04.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 150'000 | 150'000 | 149'692 | 149'692 | 612'712 CHF | 614'212 CHF | 100.00% | 100.00% |
15.04.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 150'000 | 150'000 | 149'981 | 149'981 | 623'749 CHF | 625'249 CHF | 99.98% | 99.98% |
12.04.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 150'000 | 150'000 | 149'999 | 150'000 | 676'698 CHF | 678'201 CHF | 99.99% | 99.99% |
11.04.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 150'000 | 150'000 | 149'970 | 149'970 | 592'789 CHF | 594'289 CHF | 99.67% | 99.67% |
10.04.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 595'437 CHF | 596'937 CHF | 99.84% | 99.84% |