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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 3.60% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'252 | 100'000 | 50'877 CHF | 37'609 CHF | 98.35% | 98.35% |
17.04.2024 | 3.01% | 0.37 CHF | 0.39 CHF | 140'000 | 100'000 | 123'100 | 100'000 | 51'987 CHF | 43'625 CHF | 89.44% | 89.44% |
16.04.2024 | 3.42% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'744 | 100'000 | 51'680 CHF | 40'615 CHF | 100.00% | 100.00% |
15.04.2024 | 3.01% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'472 | 100'000 | 51'496 CHF | 44'058 CHF | 98.44% | 98.44% |
12.04.2024 | 3.42% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 118'378 | 97'294 | 49'695 CHF | 42'249 CHF | 97.03% | 97.03% |
11.04.2024 | 4.07% | 0.41 CHF | 0.43 CHF | 50'000 | 50'000 | 100'847 | 85'685 | 43'195 CHF | 37'959 CHF | 94.56% | 94.56% |
10.04.2024 | 3.26% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 121'941 | 99'426 | 52'292 CHF | 44'076 CHF | 97.46% | 97.46% |
09.04.2024 | 2.94% | 0.42 CHF | 0.44 CHF | 120'000 | 100'000 | 111'955 | 100'000 | 51'356 CHF | 47'285 CHF | 100.00% | 100.00% |
08.04.2024 | 3.30% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'562 | 100'000 | 51'053 CHF | 47'733 CHF | 98.65% | 98.65% |
05.04.2024 | 3.18% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'620 | 99'455 | 53'263 CHF | 45'720 CHF | 99.00% | 99.00% |