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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 686'700 | 686'700 | 686'700 | 686'700 | 891'646 CHF | 898'513 CHF | 99.60% | 99.60% |
26.04.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 721'900 | 721'900 | 721'900 | 721'900 | 905'963 CHF | 913'182 CHF | 98.84% | 98.84% |
25.04.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 672'200 | 672'200 | 672'164 | 672'164 | 819'629 CHF | 826'351 CHF | 99.99% | 99.99% |
24.04.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 631'200 | 631'200 | 631'200 | 631'200 | 862'108 CHF | 868'420 CHF | 100.00% | 100.00% |
23.04.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 685'400 | 685'400 | 685'399 | 685'399 | 972'224 CHF | 979'078 CHF | 99.87% | 99.87% |
22.04.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 718'900 | 718'900 | 718'900 | 718'900 | 896'426 CHF | 903'614 CHF | 100.00% | 100.00% |
19.04.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 749'400 | 749'400 | 749'400 | 749'400 | 853'966 CHF | 861'460 CHF | 100.00% | 100.00% |
18.04.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 748'400 | 748'400 | 748'400 | 748'400 | 867'066 CHF | 874'550 CHF | 99.99% | 99.99% |
17.04.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 764'500 | 764'500 | 762'999 | 762'999 | 889'257 CHF | 896'902 CHF | 100.00% | 100.00% |
16.04.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 675'200 | 675'200 | 675'165 | 675'165 | 783'836 CHF | 790'588 CHF | 99.92% | 99.92% |