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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 943'082 CHF | 315'861 CHF | 99.16% | 99.16% |
26.04.2024 | 0.47% | 2.04 CHF | 2.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 946'540 CHF | 317'013 CHF | 99.27% | 99.27% |
25.04.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 960'533 CHF | 321'678 CHF | 99.23% | 99.23% |
24.04.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 947'413 CHF | 317'304 CHF | 99.24% | 99.24% |
23.04.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 933'228 CHF | 312'576 CHF | 99.24% | 99.24% |
22.04.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 895'980 CHF | 300'160 CHF | 99.23% | 99.23% |
19.04.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 858'183 CHF | 287'561 CHF | 99.24% | 99.24% |
18.04.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 857'208 CHF | 287'236 CHF | 99.22% | 99.22% |
17.04.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 844'057 CHF | 282'852 CHF | 99.24% | 99.24% |
16.04.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 837'350 CHF | 280'617 CHF | 99.24% | 99.24% |