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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.04.2024 | 0.44% | 5.65 CHF | 5.66 CHF | 46'100 | 46'100 | 24'770 | 24'770 | 143'788 CHF | 144'334 CHF | 99.99% | 99.99% |
19.04.2024 | 0.43% | 5.95 CHF | 5.96 CHF | 42'700 | 42'700 | 23'572 | 23'572 | 140'677 CHF | 141'197 CHF | 99.99% | 99.99% |
18.04.2024 | 0.39% | 6.54 CHF | 6.55 CHF | 40'300 | 40'300 | 22'259 | 22'259 | 145'581 CHF | 146'074 CHF | 99.94% | 99.94% |
17.04.2024 | 0.38% | 6.81 CHF | 6.82 CHF | 38'000 | 38'000 | 20'921 | 20'921 | 143'752 CHF | 144'214 CHF | 99.98% | 99.98% |
16.04.2024 | 0.38% | 6.87 CHF | 6.88 CHF | 38'300 | 38'300 | 21'179 | 21'179 | 143'832 CHF | 144'300 CHF | 99.84% | 99.84% |
15.04.2024 | 0.55% | 7.34 CHF | 7.35 CHF | 35'900 | 35'900 | 19'838 | 19'838 | 147'921 CHF | 148'599 CHF | 99.78% | 99.78% |
12.04.2024 | 0.24% | 7.32 CHF | 7.33 CHF | 34'400 | 34'400 | 18'960 | 18'960 | 143'038 CHF | 143'343 CHF | 99.81% | 99.81% |
11.04.2024 | 0.24% | 7.47 CHF | 7.48 CHF | 35'500 | 35'500 | 19'575 | 19'575 | 147'778 CHF | 148'092 CHF | 99.94% | 99.94% |
10.04.2024 | 0.24% | 7.20 CHF | 7.21 CHF | 34'700 | 34'700 | 19'179 | 19'179 | 142'201 CHF | 142'508 CHF | 98.48% | 98.48% |
09.04.2024 | 0.24% | 7.31 CHF | 7.32 CHF | 35'100 | 35'100 | 19'361 | 19'361 | 145'044 CHF | 145'355 CHF | 99.68% | 99.68% |