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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.04.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 133'000 | 133'000 | 133'070 | 133'070 | 164'689 CHF | 166'019 CHF | 100.00% | 100.00% |
19.04.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 134'000 | 134'000 | 135'201 | 135'201 | 158'757 CHF | 160'109 CHF | 99.93% | 99.93% |
18.04.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 135'000 | 135'000 | 135'669 | 135'669 | 157'884 CHF | 159'241 CHF | 100.00% | 100.00% |
17.04.2024 | 0.80% | 1.18 CHF | 1.19 CHF | 135'000 | 135'000 | 132'615 | 132'615 | 165'892 CHF | 167'221 CHF | 100.00% | 100.00% |
16.04.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 135'000 | 135'000 | 133'860 | 133'860 | 162'182 CHF | 163'523 CHF | 99.40% | 99.40% |
15.04.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 132'000 | 132'000 | 132'151 | 132'151 | 168'486 CHF | 169'808 CHF | 100.00% | 100.00% |
12.04.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 133'000 | 133'000 | 132'840 | 132'840 | 167'432 CHF | 168'760 CHF | 99.40% | 99.40% |
11.04.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 128'000 | 128'000 | 127'241 | 127'241 | 163'155 CHF | 164'427 CHF | 99.99% | 99.99% |
10.04.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 127'000 | 127'000 | 127'292 | 127'292 | 163'722 CHF | 164'995 CHF | 100.00% | 100.00% |
09.04.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 128'000 | 128'000 | 126'272 | 126'272 | 167'017 CHF | 168'279 CHF | 100.00% | 100.00% |