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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 52'000 | 52'000 | 28'904 | 28'904 | 44'165 CHF | 44'455 CHF | 98.04% | 98.04% |
26.04.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 52'000 | 52'000 | 28'778 | 28'778 | 44'491 CHF | 44'780 CHF | 99.32% | 99.32% |
25.04.2024 | 0.74% | 1.43 CHF | 1.44 CHF | 52'000 | 52'000 | 28'444 | 28'444 | 40'173 CHF | 40'461 CHF | 99.98% | 99.98% |
24.04.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 52'000 | 52'000 | 28'799 | 28'799 | 40'126 CHF | 40'415 CHF | 99.53% | 99.53% |
23.04.2024 | 0.77% | 1.41 CHF | 1.42 CHF | 52'000 | 52'000 | 30'147 | 30'147 | 40'504 CHF | 40'806 CHF | 99.24% | 99.24% |
22.04.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 52'000 | 52'000 | 28'728 | 28'728 | 40'382 CHF | 40'670 CHF | 99.87% | 99.87% |
19.04.2024 | 0.70% | 1.54 CHF | 1.55 CHF | 52'000 | 52'000 | 28'426 | 28'426 | 42'367 CHF | 42'656 CHF | 99.99% | 99.99% |
18.04.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 52'000 | 52'000 | 28'767 | 28'767 | 42'067 CHF | 42'355 CHF | 99.99% | 99.99% |
17.04.2024 | 0.74% | 1.44 CHF | 1.45 CHF | 52'000 | 52'000 | 28'699 | 28'699 | 40'213 CHF | 40'502 CHF | 99.15% | 99.15% |
16.04.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 52'000 | 52'000 | 28'857 | 28'857 | 41'695 CHF | 41'986 CHF | 99.63% | 99.63% |