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 | 0.94% | 2.65 CHF | 2.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 266'943 CHF | 269'468 CHF | 96.15% | 96.15% |
24.04.2024 | 0.88% | 2.75 CHF | 2.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 280'267 CHF | 282'749 CHF | 100.00% | 100.00% |
23.04.2024 | 0.91% | 2.84 CHF | 2.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 274'338 CHF | 276'845 CHF | 96.51% | 96.51% |
22.04.2024 | 0.95% | 2.62 CHF | 2.65 CHF | 100'000 | 100'000 | 98'726 | 98'726 | 255'945 CHF | 258'378 CHF | 97.58% | 97.58% |
19.04.2024 | 1.01% | 2.48 CHF | 2.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 242'812 CHF | 245'271 CHF | 99.03% | 99.03% |
18.04.2024 | 0.99% | 2.50 CHF | 2.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 247'857 CHF | 250'332 CHF | 98.24% | 98.24% |
17.04.2024 | 1.15% | 2.49 CHF | 2.52 CHF | 100'000 | 100'000 | 72'762 | 72'762 | 188'166 CHF | 190'238 CHF | 97.61% | 97.61% |
16.04.2024 | 1.28% | 2.54 CHF | 2.57 CHF | 37'500 | 37'500 | 48'602 | 48'602 | 126'378 CHF | 127'915 CHF | 85.21% | 85.21% |
15.04.2024 | 0.88% | 3.23 CHF | 3.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 241'570 CHF | 243'700 CHF | 98.93% | 98.93% |
12.04.2024 | 0.79% | 3.06 CHF | 3.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 234'870 CHF | 236'735 CHF | 99.02% | 99.02% |