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 | 0.94% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 106'119 CHF | 107'111 CHF | 99.73% | 99.73% |
24.04.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 100'228 CHF | 101'220 CHF | 100.00% | 100.00% |
23.04.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 97'899 CHF | 98'891 CHF | 99.78% | 99.78% |
22.04.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 98'829 | 98'829 | 100'000 CHF | 100'989 CHF | 98.98% | 98.98% |
19.04.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 106'388 CHF | 107'380 CHF | 100.00% | 100.00% |
18.04.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 107'452 CHF | 108'443 CHF | 100.00% | 100.00% |
17.04.2024 | 1.01% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 97'627 | 97'627 | 97'777 CHF | 98'756 CHF | 97.91% | 97.91% |
16.04.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 98'051 | 98'051 | 102'059 CHF | 103'042 CHF | 99.67% | 99.67% |
15.04.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 98'045 | 98'045 | 96'853 CHF | 97'836 CHF | 100.00% | 100.00% |
12.04.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 82'121 | 82'121 | 82'167 CHF | 82'990 CHF | 99.01% | 99.01% |