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 | 0.12% | 8.11 CHF | 8.12 CHF | 82'000 | 82'000 | 82'523 | 82'523 | 662'027 CHF | 662'852 CHF | 99.97% | 99.97% |
24.04.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 80'000 | 80'000 | 79'296 | 79'296 | 663'902 CHF | 664'695 CHF | 99.76% | 99.76% |
23.04.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 79'000 | 79'000 | 79'781 | 79'781 | 666'360 CHF | 667'158 CHF | 100.00% | 100.00% |
22.04.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 663'765 CHF | 664'565 CHF | 100.00% | 100.00% |
19.04.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 79'000 | 79'000 | 79'468 | 79'468 | 648'988 CHF | 649'783 CHF | 100.00% | 100.00% |
18.04.2024 | 0.12% | 8.03 CHF | 8.04 CHF | 81'000 | 81'000 | 80'402 | 80'402 | 648'692 CHF | 649'496 CHF | 99.99% | 99.99% |
17.04.2024 | 0.13% | 8.05 CHF | 8.06 CHF | 80'000 | 80'000 | 80'642 | 80'642 | 645'808 CHF | 646'616 CHF | 100.00% | 100.00% |
16.04.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 81'000 | 81'000 | 80'970 | 80'970 | 644'312 CHF | 645'123 CHF | 99.69% | 99.69% |
15.04.2024 | 0.12% | 7.98 CHF | 7.99 CHF | 81'000 | 81'000 | 80'913 | 80'913 | 649'792 CHF | 650'601 CHF | 99.85% | 99.85% |
12.04.2024 | 0.12% | 8.04 CHF | 8.05 CHF | 81'000 | 81'000 | 80'044 | 80'044 | 649'436 CHF | 650'236 CHF | 100.00% | 100.00% |