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 | 1.29% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 93'133 | 93'133 | 108'465 CHF | 109'499 CHF | 95.45% | 95.45% |
25.04.2024 | 1.78% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 85'082 | 85'082 | 99'409 CHF | 100'483 CHF | 96.65% | 96.65% |
24.04.2024 | 1.02% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 96'900 | 96'900 | 116'172 CHF | 117'187 CHF | 97.26% | 97.26% |
23.04.2024 | 1.22% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 93'690 | 93'690 | 113'632 CHF | 114'663 CHF | 95.45% | 95.45% |
22.04.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'710 | 99'710 | 123'189 CHF | 124'191 CHF | 99.99% | 99.99% |
19.04.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'253 CHF | 123'253 CHF | 99.01% | 99.01% |
18.04.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'338 CHF | 122'338 CHF | 99.39% | 99.39% |
17.04.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'390 CHF | 125'390 CHF | 99.72% | 99.72% |
16.04.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 99'819 | 99'819 | 125'407 CHF | 126'408 CHF | 91.61% | 91.61% |
15.04.2024 | 0.89% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 98'600 | 98'600 | 121'966 CHF | 122'972 CHF | 99.29% | 99.29% |