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 | 0.65% | 1.49 CHF | 1.50 CHF | 67'800 | 67'800 | 67'448 | 67'448 | 102'942 CHF | 103'616 CHF | 99.99% | 99.99% |
24.04.2024 | 0.59% | 1.60 CHF | 1.61 CHF | 61'200 | 61'200 | 60'846 | 60'846 | 102'051 CHF | 102'659 CHF | 99.86% | 99.86% |
23.04.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 61'800 | 61'800 | 61'985 | 61'985 | 107'922 CHF | 108'542 CHF | 100.00% | 100.00% |
22.04.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 64'300 | 64'300 | 64'335 | 64'335 | 108'331 CHF | 108'974 CHF | 100.00% | 100.00% |
19.04.2024 | 0.65% | 1.63 CHF | 1.64 CHF | 68'700 | 68'700 | 69'300 | 69'300 | 107'087 CHF | 107'780 CHF | 99.92% | 99.92% |
18.04.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 67'100 | 67'100 | 67'368 | 67'368 | 102'687 CHF | 103'361 CHF | 99.97% | 99.97% |
17.04.2024 | 0.59% | 1.56 CHF | 1.57 CHF | 67'100 | 67'100 | 65'910 | 65'910 | 112'653 CHF | 113'313 CHF | 100.00% | 100.00% |
16.04.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 61'000 | 61'000 | 60'560 | 60'560 | 98'632 CHF | 99'249 CHF | 99.37% | 99.37% |
15.04.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 61'000 | 61'000 | 61'091 | 61'091 | 108'500 CHF | 109'111 CHF | 99.76% | 99.76% |
12.04.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 63'200 | 63'200 | 63'136 | 63'136 | 110'096 CHF | 110'728 CHF | 99.41% | 99.41% |