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 | 0.19% | 5.22 CHF | 5.23 CHF | 68'000 | 68'000 | 67'993 | 67'993 | 357'366 CHF | 358'046 CHF | 100.00% | 100.00% |
24.04.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 67'000 | 67'000 | 66'989 | 66'989 | 361'058 CHF | 361'728 CHF | 99.92% | 99.92% |
23.04.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 66'000 | 66'000 | 66'384 | 66'384 | 361'483 CHF | 362'147 CHF | 100.00% | 100.00% |
22.04.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 67'000 | 67'000 | 67'000 | 67'000 | 361'300 CHF | 361'970 CHF | 100.00% | 100.00% |
19.04.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 67'000 | 67'000 | 67'883 | 67'883 | 357'360 CHF | 358'039 CHF | 99.94% | 99.94% |
18.04.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 68'000 | 68'000 | 67'996 | 67'996 | 356'476 CHF | 357'156 CHF | 99.99% | 99.99% |
17.04.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 68'000 | 68'000 | 66'574 | 66'574 | 360'631 CHF | 361'298 CHF | 99.99% | 99.99% |
16.04.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 68'000 | 68'000 | 67'102 | 67'102 | 358'168 CHF | 358'841 CHF | 99.40% | 99.40% |
15.04.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 66'000 | 66'000 | 66'166 | 66'166 | 361'438 CHF | 362'100 CHF | 100.00% | 100.00% |
12.04.2024 | 0.18% | 5.41 CHF | 5.42 CHF | 67'000 | 67'000 | 66'840 | 66'840 | 363'226 CHF | 363'894 CHF | 99.47% | 99.47% |