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 | 1.41% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 499'817 | 499'817 | 351'370 CHF | 356'370 CHF | 100.00% | 100.00% |
23.04.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 403'539 CHF | 408'539 CHF | 99.99% | 99.99% |
22.04.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 429'500 CHF | 434'500 CHF | 100.00% | 100.00% |
19.04.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 402'893 CHF | 407'893 CHF | 99.99% | 99.99% |
18.04.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 414'334 CHF | 419'334 CHF | 100.00% | 100.00% |
17.04.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 500'000 | 500'000 | 499'184 | 499'184 | 300'137 CHF | 305'137 CHF | 99.99% | 99.99% |
16.04.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 500'000 | 500'000 | 499'263 | 499'278 | 276'033 CHF | 281'042 CHF | 100.00% | 100.00% |
15.04.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 500'000 | 500'000 | 499'892 | 499'892 | 290'816 CHF | 295'816 CHF | 99.98% | 99.98% |
12.04.2024 | 2.20% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 499'999 | 228'192 CHF | 233'192 CHF | 100.00% | 100.00% |
11.04.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 263'225 CHF | 268'225 CHF | 99.99% | 99.99% |