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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.73% | 11.59 CHF | 11.68 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 118'808 CHF | 89'762 CHF | 100.00% | 100.00% |
26.04.2024 | 0.70% | 11.72 CHF | 11.80 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 113'484 CHF | 85'715 CHF | 99.10% | 99.10% |
25.04.2024 | 0.82% | 10.92 CHF | 11.01 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 108'008 CHF | 81'670 CHF | 98.98% | 98.98% |
24.04.2024 | 0.73% | 11.79 CHF | 11.88 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 117'716 CHF | 88'935 CHF | 100.00% | 100.00% |
23.04.2024 | 0.70% | 11.47 CHF | 11.54 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 112'721 CHF | 85'138 CHF | 99.99% | 99.99% |
22.04.2024 | 0.78% | 10.59 CHF | 10.67 CHF | 10'000 | 7'500 | 9'740 | 7'344 | 100'252 CHF | 76'178 CHF | 99.99% | 99.99% |
19.04.2024 | 0.78% | 10.44 CHF | 10.52 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 103'519 CHF | 78'249 CHF | 99.86% | 99.86% |
18.04.2024 | 0.78% | 10.85 CHF | 10.93 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 106'402 CHF | 80'423 CHF | 99.19% | 99.19% |
17.04.2024 | 0.72% | 11.05 CHF | 11.13 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 113'701 CHF | 85'893 CHF | 97.42% | 97.42% |
16.04.2024 | 0.79% | 10.98 CHF | 11.07 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 111'596 CHF | 84'364 CHF | 100.00% | 100.00% |