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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.14% | 7.29 CHF | 7.30 CHF | 68'000 | 68'000 | 68'498 | 68'498 | 498'956 CHF | 499'641 CHF | 99.59% | 99.59% |
25.04.2024 | 0.14% | 7.33 CHF | 7.34 CHF | 68'000 | 68'000 | 67'993 | 67'993 | 500'297 CHF | 500'977 CHF | 99.97% | 99.97% |
24.04.2024 | 0.13% | 7.43 CHF | 7.44 CHF | 67'000 | 67'000 | 66'989 | 66'989 | 501'852 CHF | 502'522 CHF | 99.92% | 99.92% |
23.04.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 66'000 | 66'000 | 66'384 | 66'384 | 501'010 CHF | 501'674 CHF | 100.00% | 100.00% |
22.04.2024 | 0.13% | 7.50 CHF | 7.51 CHF | 67'000 | 67'000 | 67'000 | 67'000 | 502'108 CHF | 502'778 CHF | 100.00% | 100.00% |
19.04.2024 | 0.14% | 7.45 CHF | 7.46 CHF | 67'000 | 67'000 | 67'883 | 67'883 | 499'918 CHF | 500'597 CHF | 99.91% | 99.91% |
18.04.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 68'000 | 68'000 | 67'996 | 67'996 | 499'268 CHF | 499'948 CHF | 99.99% | 99.99% |
17.04.2024 | 0.13% | 7.37 CHF | 7.38 CHF | 68'000 | 68'000 | 66'571 | 66'571 | 500'355 CHF | 501'022 CHF | 100.00% | 100.00% |
16.04.2024 | 0.13% | 7.41 CHF | 7.42 CHF | 68'000 | 68'000 | 67'098 | 67'098 | 498'996 CHF | 499'668 CHF | 99.40% | 99.40% |
15.04.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 66'000 | 66'000 | 66'166 | 66'166 | 500'350 CHF | 501'012 CHF | 100.00% | 100.00% |