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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.04.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'222 CHF | 9'322 CHF | 100.00% | 100.00% |
19.04.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 8'917 CHF | 9'017 CHF | 100.00% | 100.00% |
18.04.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'295 CHF | 9'395 CHF | 100.00% | 100.00% |
17.04.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'298 CHF | 9'398 CHF | 100.00% | 100.00% |
16.04.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 8'969 CHF | 9'069 CHF | 100.00% | 100.00% |
15.04.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 8'792 CHF | 8'892 CHF | 100.00% | 100.00% |
12.04.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'130 CHF | 9'230 CHF | 100.00% | 100.00% |
11.04.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'416 CHF | 13'566 CHF | 99.91% | 99.91% |
10.04.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 12'244 CHF | 12'394 CHF | 99.93% | 99.93% |
09.04.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 12'796 CHF | 12'946 CHF | 100.00% | 100.00% |