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 | 0.70% | 118.63 CHF | 119.46 CHF | 2'340 | 3'000 | 2'341 | 3'000 | 279'140 CHF | 360'242 CHF | 100.00% | 100.00% |
24.04.2024 | 0.70% | 120.23 CHF | 121.07 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 361'401 CHF | 363'946 CHF | 100.00% | 100.00% |
23.04.2024 | 0.70% | 120.08 CHF | 120.92 CHF | 2'730 | 3'000 | 2'810 | 3'000 | 336'289 CHF | 361'565 CHF | 100.00% | 100.00% |
22.04.2024 | 0.70% | 119.40 CHF | 120.24 CHF | 2'950 | 3'000 | 2'955 | 3'000 | 354'483 CHF | 362'439 CHF | 100.00% | 100.00% |
19.04.2024 | 0.70% | 119.69 CHF | 120.53 CHF | 2'745 | 3'000 | 2'821 | 3'000 | 337'009 CHF | 360'982 CHF | 95.17% | 99.96% |
18.04.2024 | 0.70% | 120.47 CHF | 121.32 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 359'680 CHF | 362'203 CHF | 100.00% | 100.00% |
17.04.2024 | 0.70% | 120.97 CHF | 121.82 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 363'971 CHF | 366'521 CHF | 100.00% | 100.00% |
16.04.2024 | 0.70% | 121.59 CHF | 122.44 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 365'344 CHF | 367'910 CHF | 100.00% | 100.00% |
15.04.2024 | 0.70% | 123.66 CHF | 124.53 CHF | 2'590 | 3'000 | 2'683 | 3'000 | 333'058 CHF | 375'087 CHF | 100.00% | 100.00% |
12.04.2024 | 0.70% | 123.13 CHF | 123.99 CHF | 2'880 | 3'000 | 2'975 | 3'000 | 370'003 CHF | 375'691 CHF | 100.00% | 100.00% |