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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 71'800 | 71'800 | 71'959 | 71'959 | 158'728 CHF | 159'447 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 71'000 | 71'000 | 71'247 | 71'247 | 152'032 CHF | 152'744 CHF | 99.59% | 99.59% |
25.04.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 69'200 | 69'200 | 68'848 | 68'848 | 151'970 CHF | 152'658 CHF | 100.00% | 100.00% |
24.04.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 64'800 | 64'800 | 64'445 | 64'445 | 151'282 CHF | 151'927 CHF | 99.85% | 99.85% |
23.04.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 64'800 | 64'800 | 64'985 | 64'985 | 156'443 CHF | 157'093 CHF | 100.00% | 100.00% |
22.04.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 66'500 | 66'500 | 66'535 | 66'535 | 156'519 CHF | 157'184 CHF | 100.00% | 100.00% |
19.04.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 69'500 | 69'500 | 70'100 | 70'100 | 155'769 CHF | 156'470 CHF | 99.92% | 99.92% |
18.04.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 68'700 | 68'700 | 69'036 | 69'036 | 151'882 CHF | 152'572 CHF | 99.98% | 99.98% |
17.04.2024 | 0.42% | 2.23 CHF | 2.24 CHF | 68'700 | 68'700 | 67'505 | 67'505 | 160'502 CHF | 161'178 CHF | 100.00% | 100.00% |
16.04.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 65'000 | 65'000 | 64'548 | 64'548 | 148'370 CHF | 149'016 CHF | 99.39% | 99.39% |