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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.04.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 135'000 | 135'000 | 132'618 | 132'618 | 254'652 CHF | 255'981 CHF | 100.00% | 100.00% |
16.04.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 135'000 | 135'000 | 133'862 | 133'862 | 251'841 CHF | 253'182 CHF | 99.40% | 99.40% |
15.04.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 132'000 | 132'000 | 132'152 | 132'152 | 256'943 CHF | 258'265 CHF | 100.00% | 100.00% |
12.04.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 133'000 | 133'000 | 132'840 | 132'840 | 256'320 CHF | 257'649 CHF | 99.41% | 99.41% |
11.04.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 128'000 | 128'000 | 127'241 | 127'241 | 248'240 CHF | 249'513 CHF | 99.99% | 99.99% |
10.04.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 127'000 | 127'000 | 127'292 | 127'292 | 248'902 CHF | 250'175 CHF | 100.00% | 100.00% |
09.04.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 128'000 | 128'000 | 126'272 | 126'272 | 251'398 CHF | 252'661 CHF | 100.00% | 100.00% |
08.04.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 126'000 | 126'000 | 126'018 | 126'018 | 251'635 CHF | 252'895 CHF | 100.00% | 100.00% |
05.04.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 127'000 | 127'000 | 126'914 | 126'914 | 250'724 CHF | 251'993 CHF | 100.00% | 100.00% |
04.04.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 126'000 | 126'000 | 124'955 | 124'955 | 256'270 CHF | 257'519 CHF | 100.00% | 100.00% |