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 | 1.47% | 0.69 CHF | 0.70 CHF | 250'000 | 250'000 | 110'472 | 110'472 | 76'212 CHF | 77'318 CHF | 97.83% | 97.83% |
26.04.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 245'000 | 245'000 | 107'958 | 107'958 | 75'129 CHF | 76'211 CHF | 95.91% | 95.91% |
25.04.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 114'258 | 114'258 | 78'871 CHF | 80'014 CHF | 88.43% | 88.43% |
24.04.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 112'973 | 112'973 | 79'243 CHF | 80'374 CHF | 88.18% | 88.18% |
23.04.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 102'742 | 102'742 | 71'157 CHF | 72'186 CHF | 93.19% | 93.19% |
22.04.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 107'367 | 107'367 | 75'154 CHF | 76'230 CHF | 96.68% | 96.68% |
19.04.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 113'131 | 113'131 | 79'663 CHF | 80'796 CHF | 100.00% | 100.00% |
18.04.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 114'241 | 114'241 | 82'399 CHF | 83'544 CHF | 100.00% | 100.00% |
17.04.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 255'000 | 255'000 | 114'085 | 114'085 | 84'062 CHF | 85'205 CHF | 99.99% | 99.99% |
16.04.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 255'000 | 255'000 | 115'131 | 115'131 | 86'497 CHF | 87'651 CHF | 99.99% | 99.99% |