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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.29% | 17.15 CHF | 17.20 CHF | 50'000 | 50'000 | 49'781 | 49'781 | 860'311 CHF | 862'801 CHF | 99.61% | 99.61% |
29.04.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50'000 | 50'000 | 49'533 | 49'533 | 857'304 CHF | 859'784 CHF | 99.31% | 99.31% |
26.04.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50'000 | 50'000 | 49'677 | 49'677 | 847'620 CHF | 850'106 CHF | 99.64% | 99.64% |
25.04.2024 | 0.30% | 16.40 CHF | 16.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 826'496 CHF | 828'996 CHF | 97.70% | 97.70% |
24.04.2024 | 0.30% | 16.90 CHF | 16.95 CHF | 50'000 | 50'000 | 49'750 | 49'750 | 845'932 CHF | 848'421 CHF | 98.91% | 98.91% |
23.04.2024 | 0.31% | 16.70 CHF | 16.75 CHF | 50'000 | 50'000 | 49'754 | 49'754 | 817'191 CHF | 819'680 CHF | 98.67% | 98.67% |
22.04.2024 | 0.31% | 15.95 CHF | 16.00 CHF | 50'000 | 50'000 | 49'642 | 49'642 | 802'024 CHF | 804'508 CHF | 99.45% | 99.45% |
19.04.2024 | 0.30% | 16.30 CHF | 16.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 821'155 CHF | 823'655 CHF | 98.50% | 98.50% |
18.04.2024 | 0.30% | 16.95 CHF | 17.00 CHF | 50'000 | 50'000 | 49'597 | 49'597 | 838'084 CHF | 840'566 CHF | 99.31% | 99.31% |
17.04.2024 | 0.29% | 17.15 CHF | 17.20 CHF | 50'000 | 50'000 | 49'509 | 49'509 | 855'578 CHF | 858'056 CHF | 93.81% | 93.81% |