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 | 0.08% | 13.45 CHF | 13.46 CHF | 50'600 | 50'600 | 49'714 | 49'714 | 640'365 CHF | 640'862 CHF | 99.33% | 99.33% |
22.04.2024 | 0.12% | 14.29 CHF | 14.30 CHF | 49'600 | 49'600 | 43'587 | 43'587 | 655'462 CHF | 656'276 CHF | 100.00% | 100.00% |
19.04.2024 | 0.12% | 17.56 CHF | 17.58 CHF | 42'800 | 42'800 | 42'446 | 42'446 | 718'003 CHF | 718'852 CHF | 99.97% | 99.97% |
18.04.2024 | 0.12% | 16.89 CHF | 16.91 CHF | 42'400 | 42'400 | 41'512 | 41'512 | 698'906 CHF | 699'736 CHF | 99.69% | 99.69% |
17.04.2024 | 0.12% | 17.36 CHF | 17.38 CHF | 41'400 | 41'400 | 43'544 | 43'544 | 753'728 CHF | 754'600 CHF | 99.95% | 99.95% |
16.04.2024 | 0.07% | 17.22 CHF | 17.24 CHF | 43'900 | 43'900 | 46'624 | 46'624 | 768'998 CHF | 769'516 CHF | 99.95% | 99.95% |
15.04.2024 | 0.12% | 15.15 CHF | 15.16 CHF | 47'000 | 47'000 | 39'765 | 39'765 | 616'009 CHF | 616'749 CHF | 99.34% | 99.34% |
12.04.2024 | 0.11% | 19.27 CHF | 19.29 CHF | 38'800 | 38'800 | 44'372 | 44'372 | 823'722 CHF | 824'609 CHF | 99.97% | 99.97% |
11.04.2024 | 0.07% | 15.37 CHF | 15.39 CHF | 45'100 | 45'100 | 46'595 | 46'595 | 710'707 CHF | 711'226 CHF | 99.95% | 99.95% |
10.04.2024 | 0.12% | 15.09 CHF | 15.10 CHF | 46'800 | 46'800 | 43'886 | 43'886 | 688'325 CHF | 689'148 CHF | 99.79% | 99.79% |