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 | 0.71% | 1.91 CHF | 1.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'486 CHF | 33'724 CHF | 100.00% | 100.00% |
29.04.2024 | 0.61% | 2.53 CHF | 2.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'910 CHF | 40'155 CHF | 100.00% | 100.00% |
26.04.2024 | 0.59% | 2.59 CHF | 2.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'806 CHF | 49'093 CHF | 100.00% | 100.00% |
25.04.2024 | 0.76% | 2.27 CHF | 2.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'259 CHF | 33'510 CHF | 100.00% | 100.00% |
24.04.2024 | 0.61% | 2.66 CHF | 2.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'963 CHF | 40'206 CHF | 100.00% | 100.00% |
23.04.2024 | 0.57% | 2.55 CHF | 2.57 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 49'410 CHF | 49'690 CHF | 100.00% | 100.00% |
22.04.2024 | 0.69% | 2.19 CHF | 2.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 31'003 CHF | 31'216 CHF | 99.97% | 99.97% |
19.04.2024 | 0.71% | 2.13 CHF | 2.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 31'406 CHF | 31'628 CHF | 100.00% | 100.00% |
18.04.2024 | 0.68% | 2.31 CHF | 2.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'200 CHF | 33'427 CHF | 98.65% | 98.65% |
17.04.2024 | 0.60% | 2.39 CHF | 2.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'973 CHF | 38'202 CHF | 100.00% | 100.00% |