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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.48% | 2.90 CHF | 2.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 289'452 CHF | 290'842 CHF | 98.48% | 98.48% |
25.04.2024 | 0.47% | 2.94 CHF | 2.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 296'905 CHF | 298'306 CHF | 99.00% | 99.00% |
24.04.2024 | 0.41% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 310'357 CHF | 311'624 CHF | 100.00% | 100.00% |
23.04.2024 | 0.44% | 3.18 CHF | 3.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 315'911 CHF | 317'296 CHF | 100.00% | 100.00% |
22.04.2024 | 0.45% | 3.11 CHF | 3.13 CHF | 100'000 | 100'000 | 97'832 | 97'832 | 303'922 CHF | 305'266 CHF | 100.00% | 100.00% |
19.04.2024 | 0.45% | 3.07 CHF | 3.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 297'869 CHF | 299'223 CHF | 100.00% | 100.00% |
18.04.2024 | 0.41% | 2.97 CHF | 2.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 295'837 CHF | 297'063 CHF | 97.89% | 97.89% |
17.04.2024 | 0.41% | 2.99 CHF | 3.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 313'237 CHF | 314'526 CHF | 97.08% | 97.08% |
16.04.2024 | 0.45% | 3.03 CHF | 3.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 305'423 CHF | 306'801 CHF | 99.95% | 99.95% |
15.04.2024 | 0.45% | 3.17 CHF | 3.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 317'862 CHF | 319'292 CHF | 98.58% | 98.58% |