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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 122'400 | 122'400 | 123'299 | 123'299 | 303'112 CHF | 304'345 CHF | 99.99% | 99.99% |
17.04.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 123'900 | 123'900 | 122'349 | 122'349 | 297'443 CHF | 298'669 CHF | 100.00% | 100.00% |
16.04.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 121'700 | 121'700 | 120'675 | 120'675 | 296'061 CHF | 297'268 CHF | 99.80% | 99.80% |
15.04.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 120'000 | 120'000 | 120'362 | 120'362 | 302'439 CHF | 303'643 CHF | 99.85% | 99.85% |
12.04.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 120'600 | 120'600 | 115'775 | 115'775 | 288'320 CHF | 289'478 CHF | 100.00% | 100.00% |
11.04.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 112'600 | 112'600 | 111'684 | 111'684 | 299'424 CHF | 300'541 CHF | 100.00% | 100.00% |
10.04.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 111'100 | 111'100 | 110'560 | 110'560 | 302'473 CHF | 303'579 CHF | 99.89% | 99.89% |
09.04.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 110'200 | 110'200 | 110'682 | 110'682 | 304'667 CHF | 305'774 CHF | 100.00% | 100.00% |
08.04.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 111'000 | 111'000 | 112'439 | 112'439 | 306'965 CHF | 308'089 CHF | 100.00% | 100.00% |
05.04.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 113'400 | 113'400 | 109'840 | 109'840 | 291'997 CHF | 293'095 CHF | 100.00% | 100.00% |