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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 353'400 | 353'400 | 351'553 | 351'553 | 74'030 CHF | 77'546 CHF | 99.85% | 99.85% |
23.04.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 360'900 | 360'900 | 361'897 | 361'897 | 80'298 CHF | 83'918 CHF | 100.00% | 100.00% |
22.04.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 380'100 | 380'100 | 380'297 | 380'297 | 80'564 CHF | 84'367 CHF | 100.00% | 100.00% |
19.04.2024 | 5.18% | 0.21 CHF | 0.22 CHF | 415'100 | 415'100 | 418'820 | 418'820 | 78'883 CHF | 83'071 CHF | 99.92% | 99.92% |
18.04.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 400'200 | 400'200 | 402'149 | 402'149 | 74'192 CHF | 78'214 CHF | 99.99% | 99.99% |
17.04.2024 | 4.53% | 0.19 CHF | 0.20 CHF | 400'600 | 400'600 | 393'550 | 393'550 | 85'364 CHF | 89'307 CHF | 100.00% | 100.00% |
16.04.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 349'500 | 349'500 | 347'151 | 347'151 | 70'449 CHF | 73'921 CHF | 99.39% | 99.39% |
15.04.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 352'900 | 352'900 | 353'389 | 353'389 | 80'922 CHF | 84'456 CHF | 99.77% | 99.77% |
12.04.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 364'300 | 364'300 | 363'867 | 363'867 | 81'332 CHF | 84'971 CHF | 99.40% | 99.40% |
11.04.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 319'600 | 319'600 | 317'728 | 317'728 | 73'946 CHF | 77'123 CHF | 99.97% | 99.97% |