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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 235'000 | 235'000 | 105'236 | 105'236 | 125'370 CHF | 126'424 CHF | 100.00% | 100.00% |
29.04.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 235'000 | 235'000 | 103'933 | 103'933 | 122'066 CHF | 123'108 CHF | 99.81% | 99.81% |
26.04.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 230'000 | 230'000 | 103'634 | 103'634 | 121'252 CHF | 122'291 CHF | 98.54% | 98.54% |
25.04.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 235'000 | 235'000 | 105'466 | 105'466 | 125'210 CHF | 126'266 CHF | 95.34% | 95.34% |
24.04.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 230'000 | 230'000 | 103'630 | 103'630 | 121'819 CHF | 122'857 CHF | 99.75% | 99.75% |
23.04.2024 | 1.21% | 1.17 CHF | 1.18 CHF | 230'000 | 230'000 | 100'237 | 100'237 | 117'347 CHF | 118'353 CHF | 100.00% | 100.00% |
22.04.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 235'000 | 235'000 | 103'727 | 103'727 | 121'163 CHF | 122'202 CHF | 100.00% | 100.00% |
19.04.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 230'000 | 230'000 | 103'375 | 103'375 | 118'740 CHF | 119'776 CHF | 99.66% | 99.66% |
18.04.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 230'000 | 230'000 | 103'168 | 103'168 | 119'459 CHF | 120'493 CHF | 100.00% | 100.00% |
17.04.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 235'000 | 235'000 | 104'687 | 104'687 | 123'078 CHF | 124'128 CHF | 99.98% | 99.98% |