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 | 0.28% | 17.55 CHF | 17.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 895'340 CHF | 897'840 CHF | 97.80% | 97.80% |
24.04.2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50'000 | 50'000 | 49'806 | 49'806 | 906'404 CHF | 908'895 CHF | 98.84% | 98.84% |
23.04.2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50'000 | 50'000 | 49'753 | 49'753 | 895'441 CHF | 897'930 CHF | 98.44% | 98.44% |
22.04.2024 | 0.28% | 17.75 CHF | 17.80 CHF | 50'000 | 50'000 | 49'597 | 49'597 | 884'358 CHF | 886'840 CHF | 98.28% | 98.28% |
19.04.2024 | 0.29% | 17.60 CHF | 17.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 871'021 CHF | 873'521 CHF | 98.41% | 98.41% |
18.04.2024 | 0.29% | 17.80 CHF | 17.85 CHF | 50'000 | 50'000 | 49'588 | 49'588 | 870'507 CHF | 872'989 CHF | 99.24% | 99.24% |
17.04.2024 | 0.29% | 17.50 CHF | 17.55 CHF | 50'000 | 50'000 | 49'586 | 49'586 | 873'833 CHF | 876'314 CHF | 97.37% | 97.37% |
16.04.2024 | 0.28% | 17.55 CHF | 17.60 CHF | 50'000 | 50'000 | 49'852 | 49'852 | 877'024 CHF | 879'518 CHF | 96.67% | 96.67% |
15.04.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50'000 | 50'000 | 49'702 | 49'502 | 890'104 CHF | 888'965 CHF | 98.89% | 98.89% |
12.04.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50'000 | 50'000 | 49'308 | 49'306 | 892'437 CHF | 894'880 CHF | 99.56% | 99.56% |