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 | 0.42% | 2.40 CHF | 2.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 718'210 CHF | 721'210 CHF | 84.41% | 84.41% |
24.04.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 707'461 CHF | 710'461 CHF | 100.00% | 100.00% |
23.04.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 689'752 CHF | 692'752 CHF | 99.06% | 99.06% |
22.04.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 734'354 CHF | 737'354 CHF | 99.99% | 99.99% |
19.04.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 782'458 CHF | 785'458 CHF | 99.82% | 99.82% |
18.04.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 791'023 CHF | 794'023 CHF | 100.00% | 100.00% |
17.04.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 797'781 CHF | 800'781 CHF | 99.67% | 99.67% |
16.04.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 784'215 CHF | 787'215 CHF | 99.89% | 99.89% |
15.04.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 793'789 CHF | 796'789 CHF | 100.00% | 100.00% |
12.04.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 846'892 CHF | 849'892 CHF | 96.69% | 96.69% |