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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 258'000 | 258'000 | 261'371 | 261'371 | 478'638 CHF | 481'252 CHF | 99.91% | 99.91% |
24.04.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 264'800 | 264'800 | 267'584 | 267'584 | 478'423 CHF | 481'100 CHF | 100.00% | 100.00% |
23.04.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 270'700 | 270'700 | 258'510 | 258'508 | 446'059 CHF | 448'640 CHF | 100.00% | 100.00% |
22.04.2024 | 0.52% | 1.82 CHF | 1.83 CHF | 245'800 | 245'800 | 238'943 | 238'947 | 455'229 CHF | 457'626 CHF | 100.00% | 100.00% |
19.04.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 232'000 | 232'000 | 228'967 | 228'968 | 484'572 CHF | 486'863 CHF | 99.99% | 99.99% |
18.04.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 226'200 | 226'200 | 226'151 | 226'151 | 486'628 CHF | 488'890 CHF | 99.96% | 99.96% |
17.04.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 226'100 | 226'100 | 228'112 | 228'112 | 497'073 CHF | 499'359 CHF | 98.84% | 98.84% |
16.04.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 231'100 | 231'100 | 228'778 | 228'778 | 484'514 CHF | 486'803 CHF | 99.99% | 99.99% |
15.04.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 226'500 | 226'500 | 219'388 | 219'389 | 473'715 CHF | 475'911 CHF | 100.00% | 100.00% |
12.04.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 212'100 | 212'100 | 222'849 | 222'849 | 536'522 CHF | 538'750 CHF | 99.99% | 99.99% |