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 | 0.33% | 6.09 CHF | 6.11 CHF | 63'000 | 63'000 | 63'640 | 63'640 | 383'987 CHF | 385'260 CHF | 98.64% | 98.64% |
25.04.2024 | 0.34% | 5.97 CHF | 5.99 CHF | 64'000 | 64'000 | 64'195 | 64'195 | 382'056 CHF | 383'340 CHF | 99.98% | 99.98% |
24.04.2024 | 0.33% | 6.09 CHF | 6.11 CHF | 63'000 | 63'000 | 63'082 | 63'082 | 383'793 CHF | 385'054 CHF | 99.76% | 99.76% |
23.04.2024 | 0.33% | 6.05 CHF | 6.07 CHF | 63'000 | 63'000 | 63'848 | 63'848 | 384'346 CHF | 385'624 CHF | 100.00% | 100.00% |
22.04.2024 | 0.34% | 5.92 CHF | 5.94 CHF | 64'000 | 64'000 | 64'968 | 64'968 | 381'827 CHF | 383'127 CHF | 100.00% | 100.00% |
19.04.2024 | 0.34% | 5.90 CHF | 5.92 CHF | 65'000 | 65'000 | 64'989 | 64'989 | 382'468 CHF | 383'767 CHF | 100.00% | 100.00% |
18.04.2024 | 0.34% | 5.96 CHF | 5.98 CHF | 64'000 | 64'000 | 64'495 | 64'495 | 382'253 CHF | 383'542 CHF | 99.98% | 99.98% |
17.04.2024 | 0.33% | 5.98 CHF | 6.00 CHF | 64'000 | 64'000 | 63'507 | 63'507 | 382'963 CHF | 384'235 CHF | 99.99% | 99.99% |
16.04.2024 | 0.33% | 5.97 CHF | 5.99 CHF | 64'000 | 64'000 | 63'846 | 63'846 | 382'952 CHF | 384'231 CHF | 99.68% | 99.68% |
15.04.2024 | 0.33% | 6.09 CHF | 6.11 CHF | 63'000 | 63'000 | 62'990 | 62'990 | 385'498 CHF | 386'758 CHF | 100.00% | 100.00% |