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 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 113'790 | 50'000 | 52'308 CHF | 23'511 CHF | 99.43% | 99.43% |
24.04.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'557 CHF | 26'778 CHF | 100.00% | 100.00% |
23.04.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 93'783 | 50'000 | 52'403 CHF | 28'458 CHF | 100.00% | 100.00% |
22.04.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 96'754 | 48'942 | 51'977 CHF | 26'796 CHF | 100.00% | 100.00% |
19.04.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 103'632 | 50'000 | 51'742 CHF | 25'484 CHF | 100.00% | 100.00% |
18.04.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 104'933 | 50'000 | 51'931 CHF | 25'276 CHF | 99.07% | 99.07% |
17.04.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'998 | 50'000 | 53'163 CHF | 27'082 CHF | 90.21% | 90.21% |
16.04.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'638 CHF | 26'319 CHF | 100.00% | 100.00% |
15.04.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 95'268 | 50'000 | 52'820 CHF | 28'273 CHF | 96.72% | 96.72% |
12.04.2024 | 1.56% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 84'312 | 50'000 | 53'522 CHF | 32'410 CHF | 97.68% | 97.68% |