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% | 17.40 CHF | 17.45 CHF | 50'000 | 50'000 | 49'636 | 49'636 | 853'266 CHF | 855'750 CHF | 98.87% | 98.87% |
25.04.2024 | 0.30% | 16.55 CHF | 16.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 832'946 CHF | 835'446 CHF | 97.63% | 97.63% |
24.04.2024 | 0.29% | 17.05 CHF | 17.10 CHF | 50'000 | 50'000 | 49'787 | 49'787 | 852'871 CHF | 855'362 CHF | 98.81% | 98.81% |
23.04.2024 | 0.30% | 16.85 CHF | 16.90 CHF | 50'000 | 50'000 | 49'747 | 49'747 | 823'791 CHF | 826'280 CHF | 95.47% | 95.47% |
22.04.2024 | 0.31% | 16.10 CHF | 16.15 CHF | 50'000 | 50'000 | 49'549 | 49'549 | 806'775 CHF | 809'255 CHF | 98.67% | 98.67% |
19.04.2024 | 0.30% | 16.40 CHF | 16.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 827'491 CHF | 829'991 CHF | 98.38% | 98.38% |
18.04.2024 | 0.30% | 17.10 CHF | 17.15 CHF | 50'000 | 50'000 | 49'564 | 49'564 | 843'855 CHF | 846'335 CHF | 99.35% | 99.35% |
17.04.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 862'089 CHF | 864'568 CHF | 95.57% | 95.57% |
16.04.2024 | 0.29% | 17.40 CHF | 17.45 CHF | 50'000 | 50'000 | 49'826 | 49'826 | 866'257 CHF | 868'750 CHF | 92.64% | 92.64% |
15.04.2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50'000 | 50'000 | 49'508 | 49'508 | 897'474 CHF | 899'952 CHF | 98.77% | 98.77% |