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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 52'000 | 52'000 | 28'775 | 28'775 | 63'681 CHF | 63'970 CHF | 99.31% | 99.31% |
25.04.2024 | 0.50% | 2.10 CHF | 2.11 CHF | 52'000 | 52'000 | 28'446 | 28'446 | 59'253 CHF | 59'541 CHF | 99.99% | 99.99% |
24.04.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 52'000 | 52'000 | 28'795 | 28'795 | 59'430 CHF | 59'719 CHF | 99.53% | 99.53% |
23.04.2024 | 0.51% | 2.08 CHF | 2.09 CHF | 52'000 | 52'000 | 30'147 | 30'147 | 60'661 CHF | 60'964 CHF | 99.24% | 99.24% |
22.04.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 52'000 | 52'000 | 28'725 | 28'725 | 59'517 CHF | 59'806 CHF | 99.87% | 99.87% |
19.04.2024 | 0.49% | 2.20 CHF | 2.21 CHF | 52'000 | 52'000 | 28'426 | 28'426 | 61'311 CHF | 61'599 CHF | 99.99% | 99.99% |
18.04.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 52'000 | 52'000 | 28'768 | 28'768 | 61'212 CHF | 61'500 CHF | 99.99% | 99.99% |
17.04.2024 | 0.50% | 2.11 CHF | 2.12 CHF | 52'000 | 52'000 | 28'696 | 28'696 | 59'344 CHF | 59'633 CHF | 99.16% | 99.16% |
16.04.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 52'000 | 52'000 | 28'857 | 28'857 | 60'970 CHF | 61'261 CHF | 99.63% | 99.63% |
15.04.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 52'000 | 52'000 | 27'697 | 27'697 | 64'869 CHF | 65'147 CHF | 99.59% | 99.59% |