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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 150'000 | 150'000 | 149'970 | 149'969 | 862'029 CHF | 863'526 CHF | 99.99% | 99.99% |
22.04.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 907'044 CHF | 908'544 CHF | 100.00% | 100.00% |
19.04.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 954'603 CHF | 956'103 CHF | 100.00% | 100.00% |
18.04.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 962'835 CHF | 964'335 CHF | 99.96% | 99.96% |
17.04.2024 | 0.16% | 6.52 CHF | 6.53 CHF | 150'000 | 150'000 | 149'703 | 149'694 | 967'918 CHF | 969'359 CHF | 98.84% | 98.84% |
16.04.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 150'000 | 150'000 | 149'691 | 149'691 | 955'015 CHF | 956'515 CHF | 99.98% | 99.98% |
15.04.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 150'000 | 150'000 | 149'981 | 149'981 | 966'178 CHF | 967'678 CHF | 100.00% | 100.00% |
12.04.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'018'830 CHF | 1'020'330 CHF | 100.00% | 100.00% |
11.04.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 150'000 | 150'000 | 149'970 | 149'970 | 934'779 CHF | 936'279 CHF | 99.66% | 99.66% |
10.04.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 935'229 CHF | 936'729 CHF | 99.85% | 99.85% |