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 | 0.54% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 829'226 CHF | 277'909 CHF | 99.23% | 99.23% |
24.04.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 816'443 CHF | 273'648 CHF | 99.24% | 99.24% |
23.04.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 802'779 CHF | 269'093 CHF | 99.18% | 99.18% |
22.04.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 766'093 CHF | 256'864 CHF | 99.24% | 99.24% |
19.04.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 728'430 CHF | 244'310 CHF | 99.24% | 99.24% |
18.04.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 727'159 CHF | 243'886 CHF | 99.22% | 99.22% |
17.04.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 714'387 CHF | 239'629 CHF | 99.23% | 99.23% |
16.04.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 707'349 CHF | 237'283 CHF | 99.23% | 99.23% |
15.04.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 760'331 CHF | 254'944 CHF | 99.17% | 99.17% |
12.04.2024 | 0.59% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 757'086 CHF | 253'862 CHF | 99.23% | 99.23% |