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 | 1.28% | 2.91 CHF | 2.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'444 CHF | 78'444 CHF | 100.00% | 100.00% |
23.04.2024 | 1.16% | 3.31 CHF | 3.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'661 CHF | 82'613 CHF | 100.00% | 100.00% |
22.04.2024 | 1.19% | 3.14 CHF | 3.18 CHF | 25'000 | 25'000 | 24'458 | 24'458 | 76'364 CHF | 77'269 CHF | 99.95% | 99.95% |
19.04.2024 | 1.21% | 3.02 CHF | 3.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'949 CHF | 141'648 CHF | 99.99% | 99.99% |
18.04.2024 | 1.27% | 2.77 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'215 CHF | 138'966 CHF | 98.07% | 98.07% |
17.04.2024 | 1.09% | 2.82 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'116 CHF | 161'860 CHF | 97.61% | 97.61% |
16.04.2024 | 1.37% | 2.93 CHF | 2.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'141 CHF | 76'175 CHF | 99.85% | 99.85% |
15.04.2024 | 1.16% | 3.37 CHF | 3.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 84'569 CHF | 85'560 CHF | 99.03% | 99.03% |
12.04.2024 | 1.28% | 3.23 CHF | 3.28 CHF | 25'000 | 25'000 | 24'321 | 24'321 | 80'376 CHF | 81'399 CHF | 96.66% | 96.66% |
11.04.2024 | 1.43% | 3.31 CHF | 3.37 CHF | 12'500 | 12'500 | 21'786 | 21'786 | 75'046 CHF | 76'071 CHF | 93.32% | 93.32% |