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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 634'664 CHF | 639'664 CHF | 99.98% | 99.98% |
24.04.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 500'000 | 500'000 | 499'818 | 499'818 | 628'739 CHF | 633'739 CHF | 100.00% | 100.00% |
23.04.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 680'180 CHF | 685'180 CHF | 99.99% | 99.99% |
22.04.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 706'110 CHF | 711'110 CHF | 99.99% | 99.99% |
19.04.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 678'605 CHF | 683'605 CHF | 99.98% | 99.98% |
18.04.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 690'956 CHF | 695'956 CHF | 99.99% | 99.99% |
17.04.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 500'000 | 500'000 | 499'204 | 499'204 | 576'800 CHF | 581'800 CHF | 99.99% | 99.99% |
16.04.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 500'000 | 500'000 | 499'295 | 499'295 | 553'198 CHF | 558'198 CHF | 100.00% | 100.00% |
15.04.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 500'000 | 500'000 | 499'893 | 499'893 | 568'562 CHF | 573'562 CHF | 99.98% | 99.98% |
12.04.2024 | 0.99% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 505'491 CHF | 510'491 CHF | 99.99% | 99.99% |