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 | 0.21% | 4.91 CHF | 4.92 CHF | 82'000 | 82'000 | 82'523 | 82'523 | 397'937 CHF | 398'763 CHF | 99.96% | 99.96% |
24.04.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 80'000 | 80'000 | 79'297 | 79'297 | 410'000 CHF | 410'793 CHF | 99.75% | 99.75% |
23.04.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 79'000 | 79'000 | 79'781 | 79'781 | 410'981 CHF | 411'779 CHF | 99.98% | 99.98% |
22.04.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 407'742 CHF | 408'542 CHF | 100.00% | 100.00% |
19.04.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 79'000 | 79'000 | 79'468 | 79'468 | 394'757 CHF | 395'552 CHF | 99.98% | 99.98% |
18.04.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 81'000 | 81'000 | 80'402 | 80'402 | 391'542 CHF | 392'346 CHF | 99.99% | 99.99% |
17.04.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 80'000 | 80'000 | 80'641 | 80'641 | 387'964 CHF | 388'772 CHF | 100.00% | 100.00% |
16.04.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 81'000 | 81'000 | 80'972 | 80'972 | 385'481 CHF | 386'292 CHF | 99.69% | 99.69% |
15.04.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 81'000 | 81'000 | 80'913 | 80'913 | 391'078 CHF | 391'887 CHF | 99.85% | 99.85% |
12.04.2024 | 0.20% | 4.84 CHF | 4.85 CHF | 81'000 | 81'000 | 80'044 | 80'044 | 393'616 CHF | 394'416 CHF | 100.00% | 100.00% |