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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.25% | 3.90 CHF | 3.91 CHF | 22'000 | 22'000 | 21'233 | 21'233 | 84'636 CHF | 84'849 CHF | 100.00% | 100.00% |
17.04.2024 | 0.26% | 3.98 CHF | 3.99 CHF | 22'000 | 22'000 | 20'963 | 20'963 | 83'601 CHF | 83'811 CHF | 99.65% | 99.65% |
16.04.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 21'000 | 21'000 | 20'593 | 20'593 | 85'924 CHF | 86'130 CHF | 96.17% | 96.17% |
15.04.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 21'000 | 21'000 | 20'587 | 20'587 | 91'279 CHF | 91'485 CHF | 99.58% | 99.58% |
12.04.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 21'000 | 21'000 | 20'601 | 20'601 | 93'416 CHF | 93'622 CHF | 98.69% | 98.69% |
11.04.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 21'000 | 21'000 | 20'867 | 20'867 | 97'417 CHF | 97'626 CHF | 98.94% | 98.94% |
10.04.2024 | 0.24% | 4.39 CHF | 4.40 CHF | 21'000 | 21'000 | 21'277 | 21'277 | 90'979 CHF | 91'192 CHF | 98.42% | 98.42% |
09.04.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 22'000 | 22'000 | 21'840 | 21'840 | 92'082 CHF | 92'300 CHF | 100.00% | 100.00% |
08.04.2024 | 0.27% | 3.88 CHF | 3.89 CHF | 22'000 | 22'000 | 22'000 | 22'000 | 82'708 CHF | 82'928 CHF | 100.00% | 100.00% |
05.04.2024 | 0.24% | 3.91 CHF | 3.92 CHF | 22'000 | 22'000 | 21'610 | 21'610 | 89'550 CHF | 89'766 CHF | 99.49% | 99.49% |