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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 315'177 CHF | 315'672 CHF | 99.53% | 99.53% |
26.04.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 50'000 | 50'000 | 49'634 | 49'634 | 311'535 CHF | 312'032 CHF | 99.82% | 99.82% |
25.04.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 50'000 | 50'000 | 49'437 | 49'437 | 306'144 CHF | 306'639 CHF | 98.32% | 98.32% |
24.04.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 50'000 | 50'000 | 49'494 | 49'492 | 321'767 CHF | 322'251 CHF | 99.69% | 99.69% |
23.04.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 50'000 | 50'000 | 49'520 | 49'520 | 327'339 CHF | 327'834 CHF | 99.05% | 99.05% |
22.04.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 50'000 | 50'000 | 49'411 | 49'411 | 308'085 CHF | 308'580 CHF | 98.96% | 98.96% |
19.04.2024 | 0.17% | 6.12 CHF | 6.13 CHF | 50'000 | 50'000 | 49'523 | 49'523 | 296'189 CHF | 296'685 CHF | 99.34% | 99.34% |
18.04.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 50'000 | 50'000 | 49'470 | 49'470 | 298'174 CHF | 298'669 CHF | 99.33% | 99.33% |
17.04.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 50'000 | 50'000 | 48'916 | 48'916 | 295'612 CHF | 296'102 CHF | 97.26% | 97.26% |
16.04.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 50'000 | 50'000 | 48'952 | 48'952 | 295'050 CHF | 295'541 CHF | 96.45% | 96.45% |