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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 101'663 | 100'000 | 51'384 CHF | 51'576 CHF | 99.35% | 99.35% |
17.04.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 107'134 | 100'000 | 52'619 CHF | 50'142 CHF | 99.68% | 99.68% |
16.04.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'798 | 99'820 | 52'207 CHF | 48'464 CHF | 92.24% | 92.24% |
15.04.2024 | 2.31% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'437 | 98'600 | 51'442 CHF | 47'781 CHF | 99.31% | 99.31% |
12.04.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 107'768 | 99'990 | 52'677 CHF | 49'900 CHF | 99.37% | 99.37% |
11.04.2024 | 2.12% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'043 | 99'266 | 52'073 CHF | 49'802 CHF | 95.40% | 95.40% |
10.04.2024 | 2.18% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 96'802 | 96'802 | 55'354 CHF | 56'370 CHF | 88.91% | 88.91% |
09.04.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'305 CHF | 60'305 CHF | 99.99% | 99.99% |
08.04.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'528 CHF | 58'528 CHF | 95.72% | 95.72% |
05.04.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'955 | 99'955 | 59'903 CHF | 60'903 CHF | 94.63% | 94.63% |