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 | 1.07% | 12.95 CHF | 13.00 CHF | 11'900 | 11'900 | 8'001 | 8'001 | 101'757 CHF | 102'746 CHF | 98.94% | 98.94% |
24.04.2024 | 1.01% | 13.45 CHF | 13.50 CHF | 11'700 | 11'700 | 7'787 | 7'787 | 104'673 CHF | 105'630 CHF | 99.69% | 99.69% |
23.04.2024 | 1.03% | 13.45 CHF | 13.50 CHF | 11'700 | 11'700 | 7'843 | 7'843 | 103'474 CHF | 104'439 CHF | 99.89% | 99.89% |
22.04.2024 | 1.06% | 12.70 CHF | 12.75 CHF | 11'900 | 11'900 | 7'939 | 7'939 | 101'663 CHF | 102'637 CHF | 98.85% | 98.85% |
19.04.2024 | 1.06% | 12.80 CHF | 12.85 CHF | 11'900 | 11'900 | 7'942 | 7'942 | 101'293 CHF | 102'271 CHF | 99.50% | 99.50% |
18.04.2024 | 1.05% | 13.05 CHF | 13.10 CHF | 11'800 | 11'800 | 7'896 | 7'896 | 102'168 CHF | 103'139 CHF | 99.38% | 99.38% |
17.04.2024 | 1.06% | 13.15 CHF | 13.20 CHF | 11'700 | 11'700 | 7'778 | 7'778 | 100'309 CHF | 101'279 CHF | 98.79% | 98.79% |
16.04.2024 | 1.09% | 12.80 CHF | 12.85 CHF | 11'900 | 11'900 | 7'700 | 7'700 | 98'062 CHF | 99'046 CHF | 96.93% | 96.93% |
15.04.2024 | 1.00% | 13.45 CHF | 13.50 CHF | 11'600 | 11'600 | 7'637 | 7'637 | 103'323 CHF | 104'270 CHF | 99.93% | 99.93% |
12.04.2024 | 1.00% | 13.35 CHF | 13.40 CHF | 11'700 | 11'700 | 7'642 | 7'642 | 103'365 CHF | 104'314 CHF | 99.87% | 99.87% |