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 | 0.44% | 2.19 CHF | 2.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 687'147 CHF | 690'147 CHF | 100.00% | 100.00% |
23.04.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 300'000 | 300'000 | 299'938 | 299'938 | 720'209 CHF | 723'209 CHF | 100.00% | 100.00% |
22.04.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 606'777 CHF | 609'777 CHF | 100.00% | 100.00% |
19.04.2024 | 0.56% | 1.91 CHF | 1.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 531'616 CHF | 534'616 CHF | 100.00% | 100.00% |
18.04.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 545'661 CHF | 548'661 CHF | 99.99% | 99.99% |
17.04.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 300'000 | 300'000 | 299'528 | 299'528 | 550'648 CHF | 553'648 CHF | 100.00% | 100.00% |
16.04.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 300'000 | 300'000 | 299'570 | 299'570 | 545'298 CHF | 548'298 CHF | 99.99% | 99.99% |
15.04.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 655'225 CHF | 658'225 CHF | 99.83% | 99.83% |
12.04.2024 | 0.44% | 2.08 CHF | 2.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 682'562 CHF | 685'562 CHF | 100.00% | 100.00% |
11.04.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 300'000 | 300'000 | 299'951 | 299'951 | 687'159 CHF | 690'159 CHF | 100.00% | 100.00% |