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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.48% | 10.45 CHF | 10.50 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 310'411 CHF | 311'898 CHF | 100.00% | 100.00% |
22.04.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'656 | 29'656 | 304'172 CHF | 305'656 CHF | 98.95% | 98.95% |
19.04.2024 | 0.50% | 10.20 CHF | 10.25 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 300'344 CHF | 301'831 CHF | 100.00% | 100.00% |
18.04.2024 | 0.50% | 10.10 CHF | 10.15 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 301'186 CHF | 302'674 CHF | 100.00% | 100.00% |
17.04.2024 | 0.50% | 10.15 CHF | 10.20 CHF | 30'000 | 30'000 | 29'437 | 29'437 | 298'645 CHF | 300'119 CHF | 100.00% | 100.00% |
16.04.2024 | 0.50% | 10.10 CHF | 10.15 CHF | 30'000 | 30'000 | 29'437 | 29'437 | 298'230 CHF | 299'705 CHF | 100.00% | 100.00% |
15.04.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30'000 | 30'000 | 29'414 | 29'414 | 303'262 CHF | 304'736 CHF | 100.00% | 100.00% |
12.04.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30'000 | 30'000 | 29'434 | 29'434 | 304'583 CHF | 306'058 CHF | 99.30% | 99.30% |
11.04.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 307'680 CHF | 309'168 CHF | 100.00% | 100.00% |
10.04.2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30'000 | 30'000 | 29'710 | 29'710 | 307'653 CHF | 309'140 CHF | 100.00% | 100.00% |