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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.67% | 3.40 CHF | 3.41 CHF | 47'000 | 47'000 | 21'197 | 21'197 | 73'081 CHF | 73'467 CHF | 100.00% | 100.00% |
29.04.2024 | 0.66% | 3.49 CHF | 3.50 CHF | 47'000 | 47'000 | 21'140 | 21'140 | 74'278 CHF | 74'663 CHF | 99.81% | 99.81% |
26.04.2024 | 0.66% | 3.57 CHF | 3.58 CHF | 46'000 | 46'000 | 21'007 | 21'007 | 74'510 CHF | 74'894 CHF | 98.55% | 98.55% |
25.04.2024 | 0.66% | 3.41 CHF | 3.42 CHF | 47'000 | 47'000 | 21'417 | 21'417 | 74'351 CHF | 74'739 CHF | 95.33% | 95.33% |
24.04.2024 | 0.66% | 3.57 CHF | 3.58 CHF | 46'000 | 46'000 | 21'002 | 21'002 | 74'007 CHF | 74'391 CHF | 99.75% | 99.75% |
23.04.2024 | 0.78% | 3.53 CHF | 3.54 CHF | 46'000 | 46'000 | 20'331 | 20'331 | 71'564 CHF | 71'926 CHF | 100.00% | 100.00% |
22.04.2024 | 0.65% | 3.52 CHF | 3.53 CHF | 47'000 | 47'000 | 21'102 | 21'102 | 74'754 CHF | 75'139 CHF | 100.00% | 100.00% |
19.04.2024 | 0.65% | 3.65 CHF | 3.66 CHF | 46'000 | 46'000 | 21'029 | 21'029 | 75'996 CHF | 76'379 CHF | 99.67% | 99.67% |
18.04.2024 | 0.65% | 3.63 CHF | 3.64 CHF | 46'000 | 46'000 | 20'992 | 20'992 | 75'269 CHF | 75'652 CHF | 99.98% | 99.98% |
17.04.2024 | 0.67% | 3.49 CHF | 3.50 CHF | 47'000 | 47'000 | 21'115 | 21'115 | 74'077 CHF | 74'462 CHF | 99.96% | 99.96% |