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 | 1.19% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 93'133 | 93'133 | 118'183 CHF | 119'217 CHF | 95.45% | 95.45% |
25.04.2024 | 1.64% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 85'041 | 85'041 | 108'414 CHF | 109'488 CHF | 96.44% | 96.44% |
24.04.2024 | 0.94% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 96'909 | 96'909 | 126'457 CHF | 127'472 CHF | 97.52% | 97.52% |
23.04.2024 | 1.12% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 93'690 | 93'690 | 123'456 CHF | 124'487 CHF | 95.45% | 95.45% |
22.04.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 99'710 | 99'710 | 133'672 CHF | 134'674 CHF | 99.99% | 99.99% |
19.04.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'821 CHF | 133'821 CHF | 98.64% | 98.64% |
18.04.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'839 CHF | 132'839 CHF | 99.40% | 99.40% |
17.04.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'927 CHF | 135'927 CHF | 99.58% | 99.58% |
16.04.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 99'820 | 99'820 | 135'867 CHF | 136'868 CHF | 92.08% | 92.08% |
15.04.2024 | 0.82% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 98'597 | 98'597 | 132'475 CHF | 133'482 CHF | 99.08% | 99.08% |