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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 90'000 | 90'000 | 89'959 | 89'959 | 20'065 CHF | 20'965 CHF | 99.99% | 99.99% |
29.04.2024 | 4.34% | 0.24 CHF | 0.25 CHF | 92'000 | 92'000 | 90'069 | 90'069 | 20'334 CHF | 21'235 CHF | 100.00% | 100.00% |
26.04.2024 | 4.37% | 0.27 CHF | 0.28 CHF | 92'000 | 92'000 | 90'220 | 90'220 | 20'281 CHF | 21'183 CHF | 99.59% | 99.59% |
25.04.2024 | 4.87% | 0.19 CHF | 0.20 CHF | 90'000 | 90'000 | 89'821 | 89'821 | 18'183 CHF | 19'081 CHF | 99.97% | 99.97% |
24.04.2024 | - | 0.24 CHF | - CHF | 92'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
23.04.2024 | 4.12% | 0.21 CHF | 0.23 CHF | 90'000 | 90'000 | 91'859 | 91'859 | 21'900 CHF | 22'818 CHF | 92.27% | 100.00% |
22.04.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 92'000 | 92'000 | 93'429 | 93'429 | 27'400 CHF | 28'334 CHF | 100.00% | 100.00% |
19.04.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 94'000 | 94'000 | 95'283 | 95'283 | 33'667 CHF | 34'620 CHF | 99.96% | 99.96% |
18.04.2024 | 2.75% | 0.34 CHF | 0.35 CHF | 94'000 | 94'000 | 95'509 | 95'509 | 34'336 CHF | 35'291 CHF | 100.00% | 100.00% |
17.04.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 96'000 | 96'000 | 95'844 | 95'844 | 36'274 CHF | 37'234 CHF | 100.00% | 100.00% |