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% | 5.25 CHF | 5.26 CHF | 47'500 | 47'500 | 46'676 | 46'676 | 246'678 CHF | 247'145 CHF | 99.22% | 99.22% |
24.04.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 46'500 | 46'500 | 45'526 | 45'526 | 246'666 CHF | 247'122 CHF | 99.59% | 99.59% |
23.04.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 45'500 | 45'500 | 45'105 | 45'105 | 246'880 CHF | 247'332 CHF | 99.28% | 99.28% |
22.04.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 46'000 | 46'000 | 45'734 | 45'734 | 247'986 CHF | 248'444 CHF | 99.42% | 99.42% |
19.04.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 46'500 | 46'500 | 46'609 | 46'609 | 246'670 CHF | 247'137 CHF | 98.23% | 98.23% |
18.04.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 47'000 | 47'000 | 46'848 | 46'848 | 246'985 CHF | 247'454 CHF | 99.57% | 99.57% |
17.04.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 47'000 | 47'000 | 44'706 | 44'706 | 243'571 CHF | 244'019 CHF | 96.71% | 96.71% |
16.04.2024 | - | 5.39 CHF | - CHF | 2'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.04.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 45'500 | 45'500 | 44'839 | 44'839 | 246'248 CHF | 246'697 CHF | 99.38% | 99.38% |
12.04.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 46'000 | 46'000 | 37'561 | 37'561 | 205'222 CHF | 205'598 CHF | 97.35% | 97.35% |