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 | 0.36% | 14.10 CHF | 14.15 CHF | 30'000 | 30'000 | 29'710 | 29'710 | 419'280 CHF | 420'767 CHF | 96.91% | 96.91% |
22.04.2024 | 0.37% | 13.80 CHF | 13.85 CHF | 30'000 | 30'000 | 29'653 | 29'653 | 407'255 CHF | 408'739 CHF | 98.97% | 98.97% |
19.04.2024 | 0.37% | 13.60 CHF | 13.65 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 399'823 CHF | 401'305 CHF | 100.00% | 100.00% |
18.04.2024 | 0.37% | 13.50 CHF | 13.55 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 401'067 CHF | 402'554 CHF | 100.00% | 100.00% |
17.04.2024 | 0.38% | 13.50 CHF | 13.55 CHF | 30'000 | 30'000 | 29'437 | 29'437 | 397'842 CHF | 399'317 CHF | 100.00% | 100.00% |
16.04.2024 | 0.38% | 13.45 CHF | 13.50 CHF | 30'000 | 30'000 | 29'419 | 29'419 | 397'060 CHF | 398'534 CHF | 96.86% | 96.86% |
15.04.2024 | 0.37% | 13.80 CHF | 13.85 CHF | 30'000 | 30'000 | 29'415 | 29'415 | 407'513 CHF | 408'987 CHF | 100.00% | 100.00% |
12.04.2024 | 0.37% | 13.75 CHF | 13.80 CHF | 30'000 | 30'000 | 29'438 | 29'438 | 410'323 CHF | 411'798 CHF | 100.00% | 100.00% |
11.04.2024 | 0.36% | 13.85 CHF | 13.90 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 414'321 CHF | 415'808 CHF | 100.00% | 100.00% |
10.04.2024 | 0.36% | 13.95 CHF | 14.00 CHF | 30'000 | 30'000 | 29'710 | 29'710 | 414'539 CHF | 416'026 CHF | 100.00% | 100.00% |