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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.04.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 25'900 | 25'900 | 25'900 | 25'900 | 76'576 CHF | 76'835 CHF | 99.99% | 99.99% |
18.04.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 25'300 | 25'300 | 25'300 | 25'300 | 74'081 CHF | 74'334 CHF | 99.99% | 99.99% |
17.04.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25'100 | 25'100 | 25'051 | 25'051 | 75'019 CHF | 75'270 CHF | 99.99% | 99.99% |
16.04.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'059 CHF | 74'309 CHF | 98.82% | 98.82% |
15.04.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 24'400 | 24'400 | 24'400 | 24'400 | 74'228 CHF | 74'472 CHF | 99.57% | 99.57% |
12.04.2024 | 0.34% | 3.04 CHF | 3.05 CHF | 25'500 | 25'500 | 25'500 | 25'500 | 75'671 CHF | 75'926 CHF | 99.98% | 99.98% |
11.04.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 24'500 | 24'500 | 24'497 | 24'497 | 76'302 CHF | 76'547 CHF | 100.00% | 100.00% |
10.04.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'217 CHF | 76'467 CHF | 100.00% | 100.00% |
09.04.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 24'300 | 24'300 | 24'300 | 24'300 | 74'238 CHF | 74'481 CHF | 100.00% | 100.00% |
08.04.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 24'500 | 24'500 | 24'500 | 24'500 | 74'569 CHF | 74'814 CHF | 100.00% | 100.00% |