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 | 0.23% | 12.37 CHF | 12.39 CHF | 33'000 | 33'000 | 14'921 | 14'921 | 182'984 CHF | 183'359 CHF | 100.00% | 100.00% |
22.04.2024 | 0.24% | 11.48 CHF | 11.50 CHF | 35'200 | 35'200 | 15'663 | 15'663 | 185'565 CHF | 185'959 CHF | 99.73% | 99.73% |
19.04.2024 | 0.23% | 11.88 CHF | 11.90 CHF | 32'400 | 32'400 | 14'368 | 14'368 | 176'102 CHF | 176'463 CHF | 99.71% | 99.71% |
18.04.2024 | 0.21% | 13.68 CHF | 13.70 CHF | 29'900 | 29'900 | 13'520 | 13'520 | 182'188 CHF | 182'529 CHF | 99.93% | 99.93% |
17.04.2024 | 0.20% | 13.98 CHF | 14.00 CHF | 28'900 | 28'900 | 12'870 | 12'870 | 183'276 CHF | 183'600 CHF | 99.97% | 99.97% |
16.04.2024 | 0.20% | 14.40 CHF | 14.42 CHF | 28'400 | 28'400 | 12'820 | 12'820 | 181'329 CHF | 181'651 CHF | 99.81% | 99.81% |
15.04.2024 | 0.18% | 15.18 CHF | 15.20 CHF | 26'900 | 26'900 | 12'152 | 12'152 | 187'203 CHF | 187'509 CHF | 98.65% | 98.65% |
12.04.2024 | 0.18% | 15.19 CHF | 15.21 CHF | 25'700 | 25'700 | 11'268 | 11'268 | 176'443 CHF | 176'725 CHF | 99.98% | 99.98% |
11.04.2024 | 0.19% | 15.24 CHF | 15.26 CHF | 26'900 | 26'900 | 12'040 | 12'040 | 180'369 CHF | 180'672 CHF | 98.99% | 98.99% |
10.04.2024 | 0.19% | 14.75 CHF | 14.77 CHF | 27'300 | 27'300 | 12'138 | 12'138 | 176'875 CHF | 177'179 CHF | 99.03% | 99.03% |