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 | 0.08% | 36.91 CHF | 36.94 CHF | 35'000 | 35'000 | 19'394 | 19'394 | 716'756 CHF | 717'339 CHF | 99.80% | 99.80% |
24.04.2024 | 0.08% | 36.65 CHF | 36.68 CHF | 35'000 | 35'000 | 19'427 | 19'427 | 709'661 CHF | 710'245 CHF | 99.80% | 99.80% |
23.04.2024 | 0.09% | 36.22 CHF | 36.25 CHF | 36'000 | 36'000 | 20'182 | 20'182 | 727'124 CHF | 727'730 CHF | 99.59% | 99.59% |
22.04.2024 | 0.09% | 35.83 CHF | 35.86 CHF | 36'000 | 36'000 | 20'155 | 20'155 | 726'122 CHF | 726'728 CHF | 99.83% | 99.83% |
19.04.2024 | 0.08% | 35.84 CHF | 35.87 CHF | 36'000 | 36'000 | 20'122 | 20'122 | 725'632 CHF | 726'237 CHF | 99.96% | 99.96% |
18.04.2024 | 0.08% | 36.68 CHF | 36.71 CHF | 35'000 | 35'000 | 19'408 | 19'408 | 710'231 CHF | 710'815 CHF | 99.93% | 99.93% |
17.04.2024 | 0.08% | 37.02 CHF | 37.05 CHF | 35'000 | 35'000 | 19'385 | 19'385 | 719'192 CHF | 719'776 CHF | 99.97% | 99.97% |
16.04.2024 | 0.08% | 37.01 CHF | 37.04 CHF | 35'000 | 35'000 | 19'027 | 19'027 | 717'357 CHF | 717'930 CHF | 99.92% | 99.92% |
15.04.2024 | 0.08% | 38.72 CHF | 38.75 CHF | 34'000 | 34'000 | 18'900 | 18'900 | 728'591 CHF | 729'160 CHF | 99.84% | 99.84% |
12.04.2024 | 0.08% | 38.67 CHF | 38.70 CHF | 34'000 | 34'000 | 18'883 | 18'883 | 727'431 CHF | 728'000 CHF | 99.96% | 99.96% |