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 | 1.24% | 1.89 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 194'547 CHF | 196'974 CHF | 100.00% | 100.00% |
23.04.2024 | 1.16% | 2.01 CHF | 2.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 199'797 CHF | 202'138 CHF | 99.99% | 99.99% |
22.04.2024 | 1.20% | 1.96 CHF | 1.98 CHF | 100'000 | 100'000 | 97'823 | 97'823 | 190'952 CHF | 193'228 CHF | 99.58% | 99.58% |
19.04.2024 | 1.24% | 1.92 CHF | 1.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 183'311 CHF | 185'598 CHF | 99.91% | 99.91% |
18.04.2024 | 1.31% | 1.83 CHF | 1.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 182'162 CHF | 184'556 CHF | 97.99% | 97.99% |
17.04.2024 | 1.14% | 1.85 CHF | 1.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 198'337 CHF | 200'607 CHF | 97.45% | 97.45% |
16.04.2024 | 1.24% | 1.89 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 190'758 CHF | 193'142 CHF | 99.95% | 99.95% |
15.04.2024 | 1.17% | 2.01 CHF | 2.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 201'671 CHF | 204'047 CHF | 99.17% | 99.17% |
12.04.2024 | 1.21% | 1.97 CHF | 1.99 CHF | 100'000 | 100'000 | 97'294 | 97'294 | 193'695 CHF | 196'022 CHF | 97.03% | 97.03% |
11.04.2024 | 1.27% | 2.17 CHF | 2.21 CHF | 50'000 | 50'000 | 87'257 | 87'257 | 193'346 CHF | 195'729 CHF | 94.56% | 94.56% |