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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 68'000 | 68'000 | 67'993 | 67'993 | 378'266 CHF | 378'946 CHF | 99.99% | 99.99% |
24.04.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 67'000 | 67'000 | 66'989 | 66'989 | 381'699 CHF | 382'369 CHF | 99.92% | 99.92% |
23.04.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 66'000 | 66'000 | 66'384 | 66'384 | 381'925 CHF | 382'589 CHF | 100.00% | 100.00% |
22.04.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 67'000 | 67'000 | 67'000 | 67'000 | 381'958 CHF | 382'628 CHF | 100.00% | 100.00% |
19.04.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 67'000 | 67'000 | 67'883 | 67'883 | 378'220 CHF | 378'899 CHF | 99.92% | 99.92% |
18.04.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 68'000 | 68'000 | 67'996 | 67'996 | 377'372 CHF | 378'052 CHF | 99.99% | 99.99% |
17.04.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 68'000 | 68'000 | 66'572 | 66'572 | 381'108 CHF | 381'775 CHF | 100.00% | 100.00% |
16.04.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 68'000 | 68'000 | 67'100 | 67'100 | 378'799 CHF | 379'471 CHF | 99.40% | 99.40% |
15.04.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 66'000 | 66'000 | 66'166 | 66'166 | 381'835 CHF | 382'497 CHF | 100.00% | 100.00% |
12.04.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 67'000 | 67'000 | 66'839 | 66'839 | 383'812 CHF | 384'481 CHF | 99.40% | 99.40% |