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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.49% | 10.20 CHF | 10.25 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 305'673 CHF | 307'160 CHF | 99.84% | 99.84% |
29.04.2024 | 0.48% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 308'845 CHF | 310'330 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30'000 | 30'000 | 29'702 | 29'702 | 305'683 CHF | 307'170 CHF | 100.00% | 100.00% |
25.04.2024 | 0.49% | 10.15 CHF | 10.20 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 303'352 CHF | 304'840 CHF | 99.69% | 99.69% |
24.04.2024 | 0.48% | 10.40 CHF | 10.45 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 312'508 CHF | 313'996 CHF | 100.00% | 100.00% |
23.04.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 315'682 CHF | 317'169 CHF | 99.37% | 99.37% |
22.04.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'648 | 29'648 | 303'733 CHF | 305'218 CHF | 98.99% | 98.99% |
19.04.2024 | 0.25% | 10.10 CHF | 10.15 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 296'533 CHF | 297'255 CHF | 99.95% | 99.95% |
18.04.2024 | 0.38% | 10.00 CHF | 10.05 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 297'765 CHF | 298'899 CHF | 99.56% | 99.56% |
17.04.2024 | 0.44% | 10.00 CHF | 10.05 CHF | 30'000 | 30'000 | 29'435 | 29'435 | 295'296 CHF | 296'576 CHF | 99.56% | 99.56% |