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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.31% | 16.60 CHF | 16.65 CHF | 50'000 | 50'000 | 49'558 | 49'558 | 811'292 CHF | 813'772 CHF | 98.92% | 98.92% |
17.04.2024 | 0.31% | 16.35 CHF | 16.40 CHF | 50'000 | 50'000 | 49'518 | 49'518 | 814'075 CHF | 816'554 CHF | 95.16% | 95.16% |
16.04.2024 | 0.31% | 16.40 CHF | 16.45 CHF | 50'000 | 50'000 | 49'869 | 49'869 | 818'250 CHF | 820'744 CHF | 94.16% | 94.16% |
15.04.2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50'000 | 50'000 | 49'696 | 49'499 | 831'053 CHF | 830'196 CHF | 98.50% | 98.50% |
12.04.2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50'000 | 50'000 | 49'371 | 49'371 | 835'185 CHF | 837'657 CHF | 99.36% | 99.36% |
11.04.2024 | 0.30% | 16.80 CHF | 16.85 CHF | 50'000 | 50'000 | 49'624 | 49'624 | 840'202 CHF | 842'685 CHF | 98.84% | 98.84% |
10.04.2024 | 0.29% | 17.00 CHF | 17.05 CHF | 50'000 | 50'000 | 49'550 | 49'550 | 851'305 CHF | 853'785 CHF | 99.16% | 99.16% |
09.04.2024 | 0.29% | 17.00 CHF | 17.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 861'074 CHF | 863'574 CHF | 100.00% | 100.00% |
08.04.2024 | 0.29% | 17.35 CHF | 17.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 865'384 CHF | 867'884 CHF | 98.38% | 98.38% |
05.04.2024 | 0.29% | 17.10 CHF | 17.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 853'274 CHF | 855'774 CHF | 97.99% | 97.99% |