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 | 1.27% | 0.80 CHF | 0.81 CHF | 485'000 | 485'000 | 267'250 | 267'250 | 213'871 CHF | 216'550 CHF | 99.92% | 99.92% |
24.04.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 490'000 | 490'000 | 270'422 | 270'422 | 208'485 CHF | 211'194 CHF | 99.80% | 99.80% |
23.04.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 495'000 | 495'000 | 274'150 | 274'150 | 202'835 CHF | 205'582 CHF | 99.60% | 99.60% |
22.04.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 273'382 | 273'382 | 202'401 CHF | 205'142 CHF | 99.83% | 99.83% |
19.04.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 273'682 | 273'682 | 205'084 CHF | 207'828 CHF | 99.98% | 99.98% |
18.04.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 490'000 | 490'000 | 270'164 | 270'164 | 212'312 CHF | 215'018 CHF | 100.00% | 100.00% |
17.04.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 485'000 | 485'000 | 266'969 | 266'969 | 218'772 CHF | 221'451 CHF | 99.99% | 99.99% |
16.04.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 485'000 | 485'000 | 262'430 | 262'430 | 225'622 CHF | 228'258 CHF | 99.97% | 99.97% |
15.04.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 465'000 | 465'000 | 258'109 | 258'109 | 237'189 CHF | 239'779 CHF | 99.99% | 99.99% |
12.04.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 470'000 | 470'000 | 258'042 | 258'042 | 237'695 CHF | 240'286 CHF | 99.99% | 99.99% |