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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.60% | 8.85 CHF | 8.86 CHF | 48'000 | 48'000 | 15'872 | 15'872 | 142'631 CHF | 143'102 CHF | 99.40% | 99.40% |
23.04.2024 | 0.36% | 8.72 CHF | 8.73 CHF | 48'000 | 48'000 | 21'674 | 21'674 | 188'398 CHF | 188'903 CHF | 100.00% | 100.00% |
22.04.2024 | 0.36% | 8.56 CHF | 8.57 CHF | 48'000 | 48'000 | 21'661 | 21'661 | 185'395 CHF | 185'900 CHF | 100.00% | 100.00% |
19.04.2024 | 0.36% | 8.50 CHF | 8.51 CHF | 48'000 | 48'000 | 21'848 | 21'848 | 186'300 CHF | 186'806 CHF | 99.22% | 99.22% |
18.04.2024 | 0.36% | 8.68 CHF | 8.69 CHF | 48'000 | 48'000 | 21'624 | 21'624 | 187'082 CHF | 187'586 CHF | 99.97% | 99.97% |
17.04.2024 | 0.36% | 8.68 CHF | 8.69 CHF | 48'000 | 48'000 | 21'638 | 21'638 | 187'491 CHF | 187'996 CHF | 99.99% | 99.99% |
16.04.2024 | 0.36% | 8.64 CHF | 8.65 CHF | 48'000 | 48'000 | 21'642 | 21'642 | 186'718 CHF | 187'223 CHF | 100.00% | 100.00% |
15.04.2024 | 0.35% | 8.78 CHF | 8.79 CHF | 48'000 | 48'000 | 21'667 | 21'667 | 191'769 CHF | 192'274 CHF | 100.00% | 100.00% |
12.04.2024 | 0.35% | 8.83 CHF | 8.84 CHF | 48'000 | 48'000 | 21'549 | 21'549 | 189'821 CHF | 190'326 CHF | 99.40% | 99.40% |
11.04.2024 | 0.35% | 8.71 CHF | 8.72 CHF | 48'000 | 48'000 | 21'674 | 21'674 | 189'277 CHF | 189'782 CHF | 99.99% | 99.99% |