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 | 0.41% | 2.42 CHF | 2.43 CHF | 336'100 | 336'100 | 336'082 | 336'082 | 822'743 CHF | 826'104 CHF | 100.00% | 100.00% |
24.04.2024 | 0.36% | 2.64 CHF | 2.65 CHF | 315'600 | 315'600 | 315'600 | 315'600 | 864'773 CHF | 867'929 CHF | 100.00% | 100.00% |
23.04.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 342'700 | 342'700 | 342'700 | 342'700 | 975'310 CHF | 978'737 CHF | 99.87% | 99.87% |
22.04.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 359'500 | 359'500 | 359'500 | 359'500 | 900'058 CHF | 903'653 CHF | 100.00% | 100.00% |
19.04.2024 | 0.44% | 2.40 CHF | 2.41 CHF | 374'700 | 374'700 | 374'700 | 374'700 | 857'415 CHF | 861'162 CHF | 99.99% | 99.99% |
18.04.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 374'200 | 374'200 | 374'200 | 374'200 | 870'351 CHF | 874'093 CHF | 100.00% | 100.00% |
17.04.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 382'300 | 382'300 | 381'569 | 381'569 | 892'726 CHF | 896'549 CHF | 100.00% | 100.00% |
16.04.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 337'600 | 337'600 | 337'582 | 337'582 | 787'084 CHF | 790'460 CHF | 99.92% | 99.92% |
15.04.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 340'600 | 340'600 | 340'600 | 340'600 | 906'851 CHF | 910'257 CHF | 99.83% | 99.83% |
12.04.2024 | 0.36% | 2.56 CHF | 2.57 CHF | 328'100 | 328'100 | 328'100 | 328'100 | 901'846 CHF | 905'127 CHF | 100.00% | 100.00% |