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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 420'404 CHF | 85'081 CHF | 99.27% | 99.27% |
17.04.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 420'144 CHF | 85'029 CHF | 99.27% | 99.27% |
16.04.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 421'725 CHF | 85'345 CHF | 98.22% | 98.22% |
15.04.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 413'773 CHF | 83'755 CHF | 99.27% | 99.27% |
12.04.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 418'565 CHF | 84'713 CHF | 99.26% | 99.26% |
11.04.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 428'253 CHF | 86'651 CHF | 98.14% | 98.14% |
10.04.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 426'408 CHF | 86'282 CHF | 99.27% | 99.27% |
09.04.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 426'145 CHF | 86'229 CHF | 99.04% | 99.04% |
08.04.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 424'986 CHF | 85'997 CHF | 99.27% | 99.27% |
05.04.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 425'175 CHF | 86'035 CHF | 99.26% | 99.26% |