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 | 0.13% | 38.50 CHF | 38.55 CHF | 10'600 | 10'600 | 10'600 | 10'600 | 417'535 CHF | 418'065 CHF | 100.00% | 100.00% |
23.04.2024 | 0.12% | 40.95 CHF | 41.00 CHF | 10'600 | 10'600 | 10'599 | 10'599 | 424'356 CHF | 424'886 CHF | 100.00% | 100.00% |
22.04.2024 | 0.13% | 38.95 CHF | 39.00 CHF | 10'700 | 10'700 | 10'700 | 10'700 | 419'789 CHF | 420'324 CHF | 100.00% | 100.00% |
19.04.2024 | 0.13% | 38.90 CHF | 38.95 CHF | 11'000 | 11'000 | 11'000 | 11'000 | 428'191 CHF | 428'741 CHF | 100.00% | 100.00% |
18.04.2024 | 0.12% | 42.15 CHF | 42.20 CHF | 10'100 | 10'100 | 10'100 | 10'100 | 423'318 CHF | 423'823 CHF | 99.99% | 99.99% |
17.04.2024 | 0.12% | 41.45 CHF | 41.50 CHF | 10'200 | 10'200 | 10'180 | 10'180 | 429'004 CHF | 429'514 CHF | 100.00% | 100.00% |
16.04.2024 | 0.11% | 43.85 CHF | 43.90 CHF | 9'800 | 9'800 | 9'800 | 9'800 | 432'498 CHF | 432'988 CHF | 99.85% | 99.85% |
15.04.2024 | 0.17% | 47.50 CHF | 47.55 CHF | 9'200 | 9'200 | 9'200 | 9'200 | 444'508 CHF | 445'247 CHF | 99.82% | 99.82% |
12.04.2024 | 0.10% | 46.80 CHF | 46.85 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 436'760 CHF | 437'210 CHF | 100.00% | 100.00% |
11.04.2024 | 0.10% | 48.05 CHF | 48.10 CHF | 9'000 | 9'000 | 8'999 | 8'999 | 436'984 CHF | 437'434 CHF | 100.00% | 100.00% |