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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 1.11% | 55.92 CHF | 56.54 CHF | 1'767 | 1'748 | 1'776 | 1'756 | 98'815 CHF | 98'828 CHF | 100.00% | 100.00% |
22.04.2024 | 1.11% | 54.04 CHF | 54.64 CHF | 1'828 | 1'808 | 1'840 | 1'820 | 98'768 CHF | 98'782 CHF | 100.00% | 100.00% |
19.04.2024 | 1.11% | 52.30 CHF | 52.88 CHF | 1'888 | 1'867 | 1'897 | 1'877 | 98'726 CHF | 98'741 CHF | 99.99% | 99.99% |
18.04.2024 | 1.11% | 53.10 CHF | 53.69 CHF | 1'860 | 1'840 | 1'875 | 1'854 | 98'740 CHF | 98'758 CHF | 99.98% | 99.98% |
17.04.2024 | 1.11% | 52.48 CHF | 53.06 CHF | 1'881 | 1'861 | 1'880 | 1'859 | 98'740 CHF | 98'751 CHF | 99.99% | 99.99% |
16.04.2024 | 1.11% | 52.87 CHF | 53.46 CHF | 1'868 | 1'847 | 1'860 | 1'840 | 98'751 CHF | 98'770 CHF | 99.93% | 99.93% |
15.04.2024 | 1.11% | 54.02 CHF | 54.62 CHF | 1'828 | 1'809 | 1'817 | 1'797 | 98'787 CHF | 98'796 CHF | 99.98% | 99.98% |
12.04.2024 | 1.11% | 54.26 CHF | 54.86 CHF | 1'821 | 1'801 | 1'795 | 1'776 | 98'799 CHF | 98'814 CHF | 100.00% | 100.00% |
11.04.2024 | 1.11% | 55.81 CHF | 56.43 CHF | 1'771 | 1'751 | 1'756 | 1'737 | 98'828 CHF | 98'843 CHF | 99.94% | 99.94% |
10.04.2024 | 1.11% | 55.71 CHF | 56.33 CHF | 1'774 | 1'754 | 1'763 | 1'744 | 98'822 CHF | 98'838 CHF | 99.96% | 99.96% |