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 | 0.39% | 2.54 CHF | 2.55 CHF | 300'000 | 300'000 | 299'429 | 299'422 | 765'684 CHF | 768'666 CHF | 100.00% | 100.00% |
16.04.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 300'000 | 300'000 | 299'364 | 299'364 | 760'084 CHF | 763'084 CHF | 100.00% | 100.00% |
15.04.2024 | 0.34% | 2.84 CHF | 2.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 870'817 CHF | 873'816 CHF | 99.83% | 99.83% |
12.04.2024 | 0.33% | 2.79 CHF | 2.80 CHF | 300'000 | 300'000 | 299'997 | 300'000 | 898'060 CHF | 901'069 CHF | 99.99% | 99.99% |
11.04.2024 | 0.33% | 2.93 CHF | 2.94 CHF | 300'000 | 300'000 | 299'954 | 299'954 | 903'310 CHF | 906'310 CHF | 100.00% | 100.00% |
10.04.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 908'544 CHF | 911'544 CHF | 99.71% | 99.71% |
09.04.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 937'664 CHF | 940'664 CHF | 100.00% | 100.00% |
08.04.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 929'742 CHF | 932'741 CHF | 100.00% | 100.00% |
05.04.2024 | 0.32% | 3.02 CHF | 3.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 926'762 CHF | 929'762 CHF | 100.00% | 100.00% |
04.04.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'002'510 CHF | 1'005'510 CHF | 100.00% | 100.00% |