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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.04.2024 | 0.34% | 15.00 CHF | 15.05 CHF | 50'000 | 50'000 | 48'902 | 48'902 | 738'007 CHF | 740'458 CHF | 96.44% | 96.44% |
16.04.2024 | 0.34% | 15.05 CHF | 15.10 CHF | 50'000 | 50'000 | 49'011 | 49'011 | 737'928 CHF | 740'384 CHF | 95.46% | 95.46% |
15.04.2024 | 0.33% | 15.30 CHF | 15.35 CHF | 50'000 | 50'000 | 49'699 | 49'542 | 763'965 CHF | 764'008 CHF | 98.42% | 98.42% |
12.04.2024 | 0.33% | 15.30 CHF | 15.35 CHF | 50'000 | 50'000 | 49'373 | 49'373 | 768'674 CHF | 771'146 CHF | 99.30% | 99.30% |
11.04.2024 | 0.32% | 15.45 CHF | 15.50 CHF | 50'000 | 50'000 | 49'709 | 49'709 | 774'672 CHF | 777'160 CHF | 98.82% | 98.82% |
10.04.2024 | 0.32% | 15.65 CHF | 15.70 CHF | 50'000 | 50'000 | 49'697 | 49'697 | 787'328 CHF | 789'814 CHF | 99.33% | 99.33% |
09.04.2024 | 0.31% | 15.65 CHF | 15.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 794'253 CHF | 796'753 CHF | 99.93% | 99.93% |
08.04.2024 | 0.31% | 16.00 CHF | 16.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 798'507 CHF | 801'007 CHF | 98.60% | 98.60% |
05.04.2024 | 0.32% | 15.80 CHF | 15.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 786'364 CHF | 788'864 CHF | 98.14% | 98.14% |
04.04.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 815'510 CHF | 818'010 CHF | 98.39% | 98.39% |