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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.38% | 13.15 CHF | 13.20 CHF | 50'000 | 50'000 | 49'880 | 49'880 | 654'261 CHF | 656'755 CHF | 99.21% | 99.21% |
25.04.2024 | 0.38% | 12.80 CHF | 12.85 CHF | 50'000 | 50'000 | 49'430 | 49'430 | 650'210 CHF | 652'685 CHF | 98.89% | 98.89% |
24.04.2024 | 0.38% | 13.35 CHF | 13.40 CHF | 50'000 | 50'000 | 49'398 | 49'398 | 664'046 CHF | 666'519 CHF | 99.69% | 99.69% |
23.04.2024 | 0.38% | 13.40 CHF | 13.45 CHF | 50'000 | 50'000 | 49'509 | 49'509 | 656'591 CHF | 659'069 CHF | 99.15% | 99.15% |
22.04.2024 | 0.39% | 13.00 CHF | 13.05 CHF | 50'000 | 50'000 | 49'406 | 49'406 | 646'812 CHF | 649'285 CHF | 98.85% | 98.85% |
19.04.2024 | 0.40% | 12.90 CHF | 12.95 CHF | 50'000 | 50'000 | 49'511 | 49'511 | 628'961 CHF | 631'439 CHF | 99.74% | 99.74% |
18.04.2024 | 0.39% | 13.05 CHF | 13.10 CHF | 50'000 | 50'000 | 49'485 | 49'485 | 634'766 CHF | 637'243 CHF | 99.37% | 99.37% |
17.04.2024 | 0.40% | 12.80 CHF | 12.85 CHF | 50'000 | 50'000 | 48'904 | 48'904 | 630'450 CHF | 632'901 CHF | 96.69% | 96.69% |
16.04.2024 | 0.40% | 12.85 CHF | 12.90 CHF | 50'000 | 50'000 | 48'960 | 48'960 | 629'397 CHF | 631'851 CHF | 97.59% | 97.59% |
15.04.2024 | 0.38% | 13.10 CHF | 13.15 CHF | 50'000 | 50'000 | 49'495 | 49'332 | 651'772 CHF | 652'071 CHF | 99.02% | 99.02% |