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 | 0.21% | 9.27 CHF | 9.29 CHF | 28'900 | 28'900 | 28'900 | 28'900 | 277'232 CHF | 277'810 CHF | 100.00% | 100.00% |
23.04.2024 | 0.20% | 10.21 CHF | 10.23 CHF | 28'700 | 28'700 | 28'697 | 28'697 | 283'464 CHF | 284'038 CHF | 100.00% | 100.00% |
22.04.2024 | 0.21% | 9.47 CHF | 9.49 CHF | 29'100 | 29'100 | 29'100 | 29'100 | 278'763 CHF | 279'345 CHF | 100.00% | 100.00% |
19.04.2024 | 0.21% | 9.47 CHF | 9.49 CHF | 30'500 | 30'500 | 30'500 | 30'500 | 289'061 CHF | 289'671 CHF | 99.99% | 99.99% |
18.04.2024 | 0.19% | 10.72 CHF | 10.74 CHF | 26'400 | 26'400 | 26'400 | 26'400 | 280'857 CHF | 281'385 CHF | 99.99% | 99.99% |
17.04.2024 | 0.19% | 10.46 CHF | 10.48 CHF | 26'800 | 26'800 | 26'748 | 26'748 | 286'793 CHF | 287'329 CHF | 99.99% | 99.99% |
16.04.2024 | 0.17% | 11.38 CHF | 11.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 287'325 CHF | 287'825 CHF | 99.85% | 99.85% |
15.04.2024 | 0.22% | 12.86 CHF | 12.88 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 296'501 CHF | 297'156 CHF | 99.82% | 99.82% |
12.04.2024 | 0.15% | 12.52 CHF | 12.54 CHF | 21'700 | 21'700 | 21'700 | 21'700 | 287'133 CHF | 287'567 CHF | 100.00% | 100.00% |
11.04.2024 | 0.15% | 13.06 CHF | 13.08 CHF | 21'900 | 21'900 | 21'898 | 21'898 | 290'087 CHF | 290'525 CHF | 100.00% | 100.00% |