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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.20% | 105.40 CHF | 105.60 CHF | 3'800 | 3'800 | 2'119 | 2'119 | 219'260 CHF | 219'684 CHF | 99.60% | 99.60% |
22.04.2024 | 0.20% | 101.40 CHF | 101.60 CHF | 3'900 | 3'900 | 2'145 | 2'145 | 221'773 CHF | 222'203 CHF | 99.83% | 99.83% |
19.04.2024 | 0.19% | 102.40 CHF | 102.60 CHF | 3'700 | 3'700 | 2'060 | 2'060 | 215'888 CHF | 216'301 CHF | 99.97% | 99.97% |
18.04.2024 | 0.19% | 110.20 CHF | 110.40 CHF | 3'600 | 3'600 | 2'017 | 2'017 | 221'532 CHF | 221'936 CHF | 100.00% | 100.00% |
17.04.2024 | 0.18% | 113.60 CHF | 113.80 CHF | 3'500 | 3'500 | 1'937 | 1'937 | 222'234 CHF | 222'623 CHF | 99.99% | 99.99% |
16.04.2024 | 0.17% | 113.40 CHF | 113.60 CHF | 3'300 | 3'300 | 1'781 | 1'781 | 215'712 CHF | 216'069 CHF | 99.54% | 99.54% |
15.04.2024 | 0.16% | 132.80 CHF | 133.00 CHF | 2'900 | 2'900 | 1'650 | 1'650 | 215'947 CHF | 216'278 CHF | 99.58% | 99.58% |
12.04.2024 | 0.16% | 133.20 CHF | 133.40 CHF | 3'000 | 3'000 | 1'660 | 1'660 | 218'135 CHF | 218'468 CHF | 99.98% | 99.98% |
11.04.2024 | 0.18% | 114.80 CHF | 115.00 CHF | 3'500 | 3'500 | 1'941 | 1'941 | 219'578 CHF | 219'967 CHF | 99.97% | 99.97% |
10.04.2024 | 0.18% | 111.20 CHF | 111.40 CHF | 3'400 | 3'400 | 1'886 | 1'886 | 216'008 CHF | 216'386 CHF | 99.99% | 99.99% |