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 | 0.36% | 13.85 CHF | 13.90 CHF | 40'000 | 40'000 | 39'530 | 39'530 | 560'621 CHF | 562'600 CHF | 98.38% | 98.38% |
24.04.2024 | 0.35% | 14.35 CHF | 14.40 CHF | 40'000 | 40'000 | 39'571 | 39'571 | 572'783 CHF | 574'764 CHF | 99.43% | 99.43% |
23.04.2024 | 0.35% | 14.45 CHF | 14.50 CHF | 40'000 | 40'000 | 39'610 | 39'610 | 565'968 CHF | 567'950 CHF | 98.65% | 98.65% |
22.04.2024 | 0.36% | 14.00 CHF | 14.05 CHF | 40'000 | 40'000 | 39'616 | 39'616 | 559'323 CHF | 561'306 CHF | 99.51% | 99.51% |
19.04.2024 | 0.37% | 13.90 CHF | 13.95 CHF | 40'000 | 40'000 | 39'595 | 39'595 | 542'853 CHF | 544'835 CHF | 94.70% | 94.70% |
18.04.2024 | 0.36% | 14.05 CHF | 14.10 CHF | 40'000 | 40'000 | 39'570 | 39'570 | 548'306 CHF | 550'287 CHF | 98.64% | 98.64% |
17.04.2024 | 0.37% | 13.80 CHF | 13.85 CHF | 40'000 | 40'000 | 39'131 | 39'131 | 544'512 CHF | 546'473 CHF | 97.23% | 97.23% |
16.04.2024 | 0.37% | 13.85 CHF | 13.90 CHF | 40'000 | 40'000 | 39'138 | 39'138 | 543'048 CHF | 545'010 CHF | 95.24% | 95.24% |
15.04.2024 | 0.36% | 14.10 CHF | 14.15 CHF | 40'000 | 40'000 | 39'585 | 39'585 | 561'857 CHF | 563'839 CHF | 99.13% | 99.13% |
12.04.2024 | 0.35% | 14.10 CHF | 14.15 CHF | 40'000 | 40'000 | 39'472 | 39'472 | 567'872 CHF | 569'848 CHF | 99.52% | 99.52% |