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 | 2.74% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 85'932 | 85'932 | 62'450 CHF | 63'519 CHF | 95.68% | 95.68% |
24.04.2024 | 1.61% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 96'911 | 96'911 | 73'472 CHF | 74'488 CHF | 97.60% | 97.60% |
23.04.2024 | 1.92% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 93'690 | 93'690 | 72'375 CHF | 73'406 CHF | 95.45% | 95.45% |
22.04.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'710 | 99'710 | 79'285 CHF | 80'286 CHF | 99.99% | 99.99% |
19.04.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'335 CHF | 79'335 CHF | 99.83% | 99.83% |
18.04.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'389 CHF | 78'389 CHF | 99.37% | 99.37% |
17.04.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'358 CHF | 81'358 CHF | 99.73% | 99.73% |
16.04.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'820 | 99'820 | 81'367 CHF | 82'368 CHF | 92.23% | 92.23% |
15.04.2024 | 1.38% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 98'600 | 98'600 | 78'501 CHF | 79'508 CHF | 99.30% | 99.30% |
12.04.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'990 | 99'990 | 79'380 CHF | 80'380 CHF | 99.37% | 99.37% |