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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.55% | 4.14 CHF | 4.15 CHF | 50'000 | 50'000 | 22'748 | 22'748 | 95'371 CHF | 95'787 CHF | 96.95% | 96.95% |
24.04.2024 | 0.56% | 4.16 CHF | 4.17 CHF | 50'000 | 50'000 | 22'655 | 22'655 | 93'679 CHF | 94'093 CHF | 99.46% | 99.46% |
23.04.2024 | 0.56% | 4.15 CHF | 4.16 CHF | 50'000 | 50'000 | 22'630 | 22'630 | 93'914 CHF | 94'327 CHF | 99.98% | 99.98% |
22.04.2024 | 0.56% | 4.15 CHF | 4.16 CHF | 50'000 | 50'000 | 22'592 | 22'592 | 93'369 CHF | 93'782 CHF | 99.85% | 99.85% |
19.04.2024 | 0.58% | 4.13 CHF | 4.14 CHF | 50'000 | 50'000 | 22'874 | 22'874 | 93'165 CHF | 93'583 CHF | 99.98% | 99.98% |
18.04.2024 | 0.58% | 4.06 CHF | 4.07 CHF | 50'000 | 50'000 | 23'088 | 23'088 | 92'432 CHF | 92'853 CHF | 99.99% | 99.99% |
17.04.2024 | 0.59% | 3.93 CHF | 3.94 CHF | 51'000 | 51'000 | 23'065 | 23'065 | 90'810 CHF | 91'229 CHF | 99.99% | 99.99% |
16.04.2024 | 0.60% | 3.91 CHF | 3.92 CHF | 51'000 | 51'000 | 23'240 | 23'240 | 90'268 CHF | 90'690 CHF | 99.99% | 99.99% |
15.04.2024 | 0.60% | 3.97 CHF | 3.98 CHF | 51'000 | 51'000 | 23'094 | 23'094 | 90'757 CHF | 91'177 CHF | 99.99% | 99.99% |
12.04.2024 | 0.59% | 3.90 CHF | 3.91 CHF | 52'000 | 52'000 | 23'235 | 23'235 | 91'362 CHF | 91'784 CHF | 100.00% | 100.00% |