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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.78% | 5.22 CHF | 5.26 CHF | 48'000 | 48'000 | 48'003 | 48'003 | 245'563 CHF | 247'484 CHF | 99.42% | 99.42% |
25.04.2024 | 0.80% | 4.96 CHF | 5.00 CHF | 49'000 | 49'000 | 48'579 | 48'579 | 243'199 CHF | 245'142 CHF | 99.69% | 99.69% |
24.04.2024 | 0.77% | 5.13 CHF | 5.17 CHF | 48'000 | 48'000 | 47'995 | 47'995 | 247'254 CHF | 249'174 CHF | 99.29% | 99.29% |
23.04.2024 | 0.78% | 5.23 CHF | 5.27 CHF | 48'000 | 48'000 | 48'339 | 48'339 | 247'295 CHF | 249'229 CHF | 99.99% | 99.99% |
22.04.2024 | 0.83% | 4.79 CHF | 4.83 CHF | 50'000 | 50'000 | 49'635 | 49'635 | 238'348 CHF | 240'333 CHF | 100.00% | 100.00% |
19.04.2024 | 0.84% | 4.71 CHF | 4.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'482 CHF | 238'481 CHF | 100.00% | 100.00% |
18.04.2024 | 0.81% | 4.90 CHF | 4.94 CHF | 49'000 | 49'000 | 49'040 | 49'040 | 240'980 CHF | 242'941 CHF | 99.98% | 99.98% |
17.04.2024 | 0.78% | 5.11 CHF | 5.15 CHF | 48'000 | 48'000 | 47'909 | 47'909 | 245'433 CHF | 247'353 CHF | 100.00% | 100.00% |
16.04.2024 | 0.77% | 5.19 CHF | 5.23 CHF | 48'000 | 48'000 | 47'921 | 47'921 | 248'062 CHF | 249'982 CHF | 99.14% | 99.14% |
15.04.2024 | 0.74% | 5.35 CHF | 5.39 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 253'464 CHF | 255'344 CHF | 99.84% | 99.84% |