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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 120'492 CHF | 120'892 CHF | 84.46% | 84.46% |
24.04.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 125'234 CHF | 125'634 CHF | 99.99% | 99.99% |
23.04.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 126'692 CHF | 127'092 CHF | 99.99% | 99.99% |
22.04.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 124'576 CHF | 124'976 CHF | 100.00% | 100.00% |
19.04.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 119'961 CHF | 120'361 CHF | 99.94% | 99.94% |
18.04.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 120'482 CHF | 120'882 CHF | 100.00% | 100.00% |
17.04.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 121'934 CHF | 122'334 CHF | 99.86% | 99.86% |
16.04.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 126'143 CHF | 126'543 CHF | 99.80% | 99.80% |
15.04.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 131'852 CHF | 132'252 CHF | 100.00% | 100.00% |
12.04.2024 | 0.30% | 3.21 CHF | 3.22 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 131'780 CHF | 132'180 CHF | 99.99% | 99.99% |