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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 1.00% | 56.31 CHF | 56.88 CHF | 12'500 | 12'250 | 12'500 | 12'251 | 717'955 CHF | 710'711 CHF | 100.00% | 100.00% |
23.04.2024 | 1.00% | 57.62 CHF | 58.20 CHF | 12'350 | 12'500 | 12'487 | 12'500 | 714'839 CHF | 722'768 CHF | 100.00% | 100.00% |
22.04.2024 | 1.00% | 56.91 CHF | 57.48 CHF | 12'500 | 11'784 | 12'500 | 12'105 | 713'233 CHF | 697'590 CHF | 100.00% | 100.00% |
19.04.2024 | 1.00% | 55.66 CHF | 56.22 CHF | 11'800 | 12'386 | 11'829 | 12'446 | 660'214 CHF | 701'606 CHF | 99.87% | 99.87% |
18.04.2024 | 1.00% | 55.27 CHF | 55.83 CHF | 12'390 | 12'365 | 12'410 | 12'463 | 665'036 CHF | 674'568 CHF | 99.99% | 99.99% |
17.04.2024 | 1.00% | 52.56 CHF | 53.09 CHF | 10'700 | 12'500 | 11'328 | 12'500 | 615'015 CHF | 685'166 CHF | 100.00% | 100.00% |
16.04.2024 | 1.00% | 53.67 CHF | 54.21 CHF | 12'216 | 12'465 | 12'245 | 12'467 | 667'280 CHF | 686'188 CHF | 100.00% | 100.00% |
15.04.2024 | 1.00% | 55.89 CHF | 56.45 CHF | 12'150 | 11'965 | 12'433 | 12'254 | 712'304 CHF | 709'151 CHF | 100.00% | 100.00% |
12.04.2024 | 1.00% | 59.98 CHF | 60.58 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 762'511 CHF | 770'195 CHF | 100.00% | 100.00% |
11.04.2024 | 1.00% | 60.33 CHF | 60.94 CHF | 11'015 | 12'500 | 11'275 | 12'500 | 688'471 CHF | 770'803 CHF | 100.00% | 100.00% |