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 | 0.38% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'922 CHF | 130'422 CHF | 100.00% | 100.00% |
25.04.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'721 CHF | 130'221 CHF | 84.37% | 84.37% |
24.04.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'007 CHF | 127'507 CHF | 100.00% | 100.00% |
23.04.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'299 CHF | 130'799 CHF | 100.00% | 100.00% |
22.04.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'402 CHF | 131'902 CHF | 100.00% | 100.00% |
19.04.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'719 CHF | 131'219 CHF | 99.80% | 99.80% |
18.04.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'503 CHF | 128'003 CHF | 99.59% | 99.59% |
17.04.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'481 CHF | 119'981 CHF | 99.34% | 99.34% |
16.04.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'353 CHF | 125'853 CHF | 100.00% | 100.00% |
15.04.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'407 CHF | 125'907 CHF | 99.99% | 99.99% |