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 | 0.38% | 13.63 CHF | 13.68 CHF | 13'300 | 13'300 | 13'405 | 13'405 | 175'285 CHF | 175'955 CHF | 99.95% | 99.95% |
23.04.2024 | 0.33% | 15.25 CHF | 15.30 CHF | 12'900 | 12'900 | 12'977 | 12'977 | 197'075 CHF | 197'724 CHF | 99.99% | 99.99% |
22.04.2024 | 0.34% | 14.88 CHF | 14.93 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 200'239 CHF | 200'914 CHF | 100.00% | 100.00% |
19.04.2024 | 0.28% | 14.41 CHF | 14.45 CHF | 14'200 | 14'200 | 14'294 | 14'294 | 201'178 CHF | 201'749 CHF | 99.94% | 99.94% |
18.04.2024 | 0.30% | 13.31 CHF | 13.35 CHF | 14'500 | 14'500 | 14'380 | 14'380 | 194'410 CHF | 194'985 CHF | 99.97% | 99.97% |
17.04.2024 | 0.30% | 13.42 CHF | 13.46 CHF | 15'000 | 15'000 | 15'057 | 15'057 | 198'554 CHF | 199'158 CHF | 99.99% | 99.99% |
16.04.2024 | 0.31% | 12.86 CHF | 12.90 CHF | 14'900 | 14'900 | 14'910 | 14'910 | 192'564 CHF | 193'160 CHF | 99.67% | 99.67% |
15.04.2024 | 0.30% | 13.07 CHF | 13.11 CHF | 14'600 | 14'600 | 14'583 | 14'583 | 194'429 CHF | 195'013 CHF | 99.83% | 99.83% |
12.04.2024 | 0.35% | 13.37 CHF | 13.41 CHF | 14'200 | 14'200 | 14'018 | 14'018 | 193'675 CHF | 194'348 CHF | 100.00% | 100.00% |
11.04.2024 | 0.29% | 13.80 CHF | 13.84 CHF | 14'200 | 14'200 | 14'181 | 14'181 | 198'083 CHF | 198'665 CHF | 98.65% | 98.65% |