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 | 1.28% | 0.80 CHF | 0.81 CHF | 263'500 | 263'500 | 270'671 | 270'671 | 209'489 CHF | 212'196 CHF | 99.81% | 99.81% |
22.04.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 275'500 | 275'500 | 278'970 | 278'970 | 207'610 CHF | 210'399 CHF | 99.44% | 99.44% |
19.04.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 281'400 | 281'400 | 277'186 | 277'186 | 199'579 CHF | 202'351 CHF | 100.00% | 100.00% |
18.04.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 274'500 | 274'500 | 277'678 | 277'678 | 207'038 CHF | 209'815 CHF | 99.99% | 99.99% |
17.04.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 279'800 | 279'800 | 274'597 | 274'597 | 201'336 CHF | 204'088 CHF | 100.00% | 100.00% |
16.04.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 272'000 | 272'000 | 268'446 | 268'446 | 199'610 CHF | 202'295 CHF | 99.79% | 99.79% |
15.04.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 266'100 | 266'100 | 267'366 | 267'366 | 206'124 CHF | 208'798 CHF | 99.86% | 99.86% |
12.04.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 268'300 | 268'300 | 251'534 | 251'534 | 191'479 CHF | 193'994 CHF | 100.00% | 100.00% |
11.04.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 240'500 | 240'500 | 237'402 | 237'402 | 202'486 CHF | 204'860 CHF | 100.00% | 100.00% |
10.04.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 235'400 | 235'400 | 233'720 | 233'720 | 205'576 CHF | 207'913 CHF | 99.89% | 99.89% |