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 | 0.11% | 9.65 CHF | 9.66 CHF | 122'000 | 122'000 | 67'277 | 67'277 | 650'143 CHF | 650'818 CHF | 99.90% | 99.90% |
24.04.2024 | 0.11% | 9.58 CHF | 9.59 CHF | 123'000 | 123'000 | 67'842 | 67'842 | 647'387 CHF | 648'067 CHF | 99.80% | 99.80% |
23.04.2024 | 0.11% | 9.46 CHF | 9.47 CHF | 124'000 | 124'000 | 68'734 | 68'734 | 646'230 CHF | 646'918 CHF | 99.59% | 99.59% |
22.04.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 125'000 | 125'000 | 68'626 | 68'626 | 645'146 CHF | 645'834 CHF | 99.83% | 99.83% |
19.04.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 125'000 | 125'000 | 68'663 | 68'663 | 646'404 CHF | 647'093 CHF | 99.96% | 99.96% |
18.04.2024 | 0.11% | 9.59 CHF | 9.60 CHF | 123'000 | 123'000 | 67'813 | 67'813 | 648'671 CHF | 649'351 CHF | 100.00% | 100.00% |
17.04.2024 | 0.11% | 9.68 CHF | 9.69 CHF | 122'000 | 122'000 | 67'226 | 67'226 | 652'656 CHF | 653'331 CHF | 99.98% | 99.98% |
16.04.2024 | 0.10% | 9.68 CHF | 9.69 CHF | 122'000 | 122'000 | 66'012 | 66'012 | 652'187 CHF | 652'850 CHF | 99.95% | 99.95% |
15.04.2024 | 0.10% | 10.17 CHF | 10.18 CHF | 117'000 | 117'000 | 64'810 | 64'810 | 655'950 CHF | 656'600 CHF | 99.99% | 99.99% |
12.04.2024 | 0.10% | 10.16 CHF | 10.17 CHF | 118'000 | 118'000 | 64'707 | 64'707 | 654'565 CHF | 655'214 CHF | 99.97% | 99.97% |