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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 135'000 | 135'000 | 74'546 | 74'546 | 363'190 CHF | 363'937 CHF | 99.99% | 99.99% |
17.04.2024 | 0.21% | 4.96 CHF | 4.97 CHF | 130'000 | 130'000 | 71'571 | 71'571 | 355'707 CHF | 356'425 CHF | 99.98% | 99.98% |
16.04.2024 | 0.21% | 4.97 CHF | 4.98 CHF | 130'000 | 130'000 | 71'765 | 71'765 | 355'400 CHF | 356'120 CHF | 99.83% | 99.83% |
15.04.2024 | 0.35% | 5.10 CHF | 5.11 CHF | 130'000 | 130'000 | 71'687 | 71'687 | 367'780 CHF | 368'931 CHF | 99.80% | 99.80% |
12.04.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 130'000 | 130'000 | 71'544 | 71'544 | 367'815 CHF | 368'532 CHF | 99.80% | 99.80% |
11.04.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 130'000 | 130'000 | 71'654 | 71'654 | 368'273 CHF | 368'991 CHF | 99.99% | 99.99% |
10.04.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 130'000 | 130'000 | 71'650 | 71'650 | 364'553 CHF | 365'271 CHF | 100.00% | 100.00% |
09.04.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 130'000 | 130'000 | 71'654 | 71'654 | 364'926 CHF | 365'644 CHF | 99.67% | 99.67% |
08.04.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 130'000 | 130'000 | 71'632 | 71'632 | 365'709 CHF | 366'426 CHF | 99.90% | 99.90% |
05.04.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 130'000 | 130'000 | 71'660 | 71'660 | 359'443 CHF | 360'161 CHF | 100.00% | 100.00% |