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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 1.15% | 0.97 CHF | 0.98 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 260'294 CHF | 263'294 CHF | 100.00% | 100.00% |
23.04.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 300'000 | 300'000 | 299'939 | 299'939 | 229'080 CHF | 232'080 CHF | 100.00% | 100.00% |
22.04.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 341'313 CHF | 344'313 CHF | 100.00% | 100.00% |
19.04.2024 | 0.69% | 1.31 CHF | 1.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 432'053 CHF | 435'053 CHF | 99.98% | 99.98% |
18.04.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 420'178 CHF | 423'178 CHF | 100.00% | 100.00% |
17.04.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300'000 | 300'000 | 299'548 | 299'548 | 415'187 CHF | 418'187 CHF | 100.00% | 100.00% |
16.04.2024 | 0.71% | 1.46 CHF | 1.47 CHF | 300'000 | 300'000 | 299'596 | 299'596 | 422'742 CHF | 425'742 CHF | 100.00% | 100.00% |
15.04.2024 | 0.93% | 1.14 CHF | 1.15 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 321'792 CHF | 324'792 CHF | 99.84% | 99.84% |
12.04.2024 | 1.01% | 1.19 CHF | 1.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 299'286 CHF | 302'286 CHF | 99.99% | 99.99% |
11.04.2024 | 0.99% | 1.09 CHF | 1.10 CHF | 300'000 | 300'000 | 299'950 | 299'950 | 303'091 CHF | 306'091 CHF | 100.00% | 100.00% |