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 | 2.28% | 0.48 CHF | 0.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 217'630 CHF | 222'630 CHF | 100.00% | 100.00% |
24.04.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 500'000 | 500'000 | 499'848 | 499'848 | 212'311 CHF | 217'311 CHF | 100.00% | 100.00% |
23.04.2024 | 1.90% | 0.47 CHF | 0.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 263'272 CHF | 268'272 CHF | 100.00% | 100.00% |
22.04.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 289'262 CHF | 294'262 CHF | 100.00% | 100.00% |
19.04.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 263'308 CHF | 268'308 CHF | 100.00% | 100.00% |
18.04.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 274'235 CHF | 279'235 CHF | 100.00% | 100.00% |
17.04.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 499'186 | 499'186 | 174'486 CHF | 179'486 CHF | 100.00% | 100.00% |
16.04.2024 | 3.19% | 0.29 CHF | 0.30 CHF | 500'000 | 500'000 | 499'348 | 499'348 | 154'875 CHF | 159'875 CHF | 99.99% | 99.99% |
15.04.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 499'894 | 499'894 | 164'267 CHF | 169'267 CHF | 99.99% | 99.99% |
12.04.2024 | 4.58% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 113'163 CHF | 118'163 CHF | 100.00% | 100.00% |