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 | 0.59% | 1.69 CHF | 1.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 845'157 CHF | 170'031 CHF | 99.27% | 99.27% |
25.04.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 847'469 CHF | 170'494 CHF | 97.47% | 97.47% |
24.04.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 819'999 CHF | 165'000 CHF | 99.27% | 99.27% |
23.04.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 780'471 CHF | 157'094 CHF | 99.27% | 99.27% |
22.04.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 762'979 CHF | 153'596 CHF | 99.27% | 99.27% |
19.04.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 766'057 CHF | 154'211 CHF | 93.04% | 93.04% |
18.04.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 757'644 CHF | 152'529 CHF | 99.27% | 99.27% |
17.04.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 748'128 CHF | 150'626 CHF | 99.27% | 99.27% |
16.04.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 723'689 CHF | 145'738 CHF | 98.20% | 98.20% |
15.04.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 688'756 CHF | 138'751 CHF | 97.90% | 97.90% |