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 | 0.62% | 1.66 CHF | 1.67 CHF | 164'000 | 164'000 | 165'046 | 165'046 | 267'401 CHF | 269'051 CHF | 99.99% | 99.99% |
24.04.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 160'000 | 160'000 | 158'594 | 158'594 | 284'667 CHF | 286'253 CHF | 99.76% | 99.76% |
23.04.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 158'000 | 158'000 | 159'561 | 159'561 | 284'774 CHF | 286'370 CHF | 100.00% | 100.00% |
22.04.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 281'219 CHF | 282'819 CHF | 100.00% | 100.00% |
19.04.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 158'000 | 158'000 | 158'936 | 158'936 | 269'314 CHF | 270'904 CHF | 100.00% | 100.00% |
18.04.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 162'000 | 162'000 | 160'804 | 160'804 | 264'605 CHF | 266'213 CHF | 100.00% | 100.00% |
17.04.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 160'000 | 160'000 | 161'281 | 161'281 | 260'625 CHF | 262'241 CHF | 100.00% | 100.00% |
16.04.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 162'000 | 162'000 | 161'943 | 161'943 | 257'673 CHF | 259'295 CHF | 99.69% | 99.69% |
15.04.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 162'000 | 162'000 | 161'827 | 161'827 | 263'528 CHF | 265'147 CHF | 99.85% | 99.85% |
12.04.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 162'000 | 162'000 | 160'088 | 160'088 | 267'365 CHF | 268'965 CHF | 100.00% | 100.00% |