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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.80% | 108.69 CHF | 109.56 CHF | 2'450 | 3'000 | 2'667 | 3'000 | 288'404 CHF | 327'032 CHF | 100.00% | 100.00% |
17.04.2024 | 0.80% | 107.93 CHF | 108.80 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 324'315 CHF | 326'925 CHF | 100.00% | 100.00% |
16.04.2024 | 0.80% | 107.91 CHF | 108.78 CHF | 2'975 | 3'000 | 2'994 | 3'000 | 323'614 CHF | 326'894 CHF | 100.00% | 100.00% |
15.04.2024 | 0.80% | 109.19 CHF | 110.07 CHF | 2'850 | 3'000 | 2'884 | 3'000 | 316'386 CHF | 331'794 CHF | 100.00% | 100.00% |
12.04.2024 | 0.80% | 109.24 CHF | 110.12 CHF | 2'975 | 3'000 | 2'983 | 3'000 | 328'828 CHF | 333'304 CHF | 100.00% | 100.00% |
11.04.2024 | 0.80% | 109.80 CHF | 110.68 CHF | 2'790 | 2'988 | 2'856 | 2'988 | 315'409 CHF | 332'650 CHF | 100.00% | 100.00% |
10.04.2024 | 0.80% | 110.60 CHF | 111.49 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 332'933 CHF | 335'601 CHF | 98.65% | 98.65% |
09.04.2024 | 0.80% | 110.90 CHF | 111.79 CHF | 2'835 | 3'000 | 2'839 | 3'000 | 315'560 CHF | 336'182 CHF | 100.00% | 100.00% |
08.04.2024 | 0.80% | 111.01 CHF | 111.90 CHF | 2'783 | 3'000 | 2'836 | 3'000 | 314'015 CHF | 334'853 CHF | 100.00% | 100.00% |
05.04.2024 | 0.80% | 109.87 CHF | 110.75 CHF | 2'430 | 3'000 | 2'861 | 3'000 | 314'989 CHF | 332'953 CHF | 100.00% | 100.00% |