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 | 0.29% | 17.75 CHF | 17.80 CHF | 50'000 | 50'000 | 49'694 | 49'694 | 873'149 CHF | 875'636 CHF | 99.53% | 99.53% |
25.04.2024 | 0.29% | 16.90 CHF | 16.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 851'955 CHF | 854'455 CHF | 98.10% | 98.10% |
24.04.2024 | 0.29% | 17.40 CHF | 17.45 CHF | 50'000 | 50'000 | 49'784 | 49'784 | 871'824 CHF | 874'314 CHF | 99.01% | 99.01% |
23.04.2024 | 0.30% | 17.20 CHF | 17.25 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 842'485 CHF | 844'974 CHF | 98.76% | 98.76% |
22.04.2024 | 0.30% | 16.50 CHF | 16.55 CHF | 50'000 | 50'000 | 49'666 | 49'666 | 827'578 CHF | 830'063 CHF | 99.41% | 99.41% |
19.04.2024 | 0.29% | 16.80 CHF | 16.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 846'369 CHF | 848'869 CHF | 98.57% | 98.57% |
18.04.2024 | 0.29% | 17.50 CHF | 17.55 CHF | 50'000 | 50'000 | 49'557 | 49'557 | 862'461 CHF | 864'942 CHF | 98.67% | 98.67% |
17.04.2024 | 0.28% | 17.65 CHF | 17.70 CHF | 50'000 | 50'000 | 49'524 | 49'524 | 880'869 CHF | 883'348 CHF | 95.24% | 95.24% |
16.04.2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50'000 | 50'000 | 49'830 | 49'830 | 885'106 CHF | 887'598 CHF | 94.00% | 94.00% |
15.04.2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50'000 | 50'000 | 49'480 | 49'480 | 915'723 CHF | 918'200 CHF | 98.94% | 98.94% |