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 | 0.46% | 2.16 CHF | 2.17 CHF | 132'000 | 132'000 | 132'384 | 132'384 | 285'449 CHF | 286'773 CHF | 99.99% | 99.99% |
22.04.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 133'000 | 133'000 | 133'070 | 133'070 | 283'446 CHF | 284'777 CHF | 100.00% | 100.00% |
19.04.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 134'000 | 134'000 | 135'201 | 135'201 | 279'284 CHF | 280'636 CHF | 99.93% | 99.93% |
18.04.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 135'000 | 135'000 | 135'669 | 135'669 | 278'851 CHF | 280'208 CHF | 100.00% | 100.00% |
17.04.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 135'000 | 135'000 | 132'616 | 132'616 | 284'114 CHF | 285'443 CHF | 100.00% | 100.00% |
16.04.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 135'000 | 135'000 | 133'868 | 133'868 | 281'495 CHF | 282'836 CHF | 99.40% | 99.40% |
15.04.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 132'000 | 132'000 | 132'151 | 132'151 | 286'234 CHF | 287'556 CHF | 100.00% | 100.00% |
12.04.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 133'000 | 133'000 | 132'840 | 132'840 | 285'776 CHF | 287'104 CHF | 99.39% | 99.39% |
11.04.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 128'000 | 128'000 | 127'240 | 127'240 | 276'477 CHF | 277'750 CHF | 99.99% | 99.99% |
10.04.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 127'000 | 127'000 | 127'292 | 127'292 | 277'090 CHF | 278'363 CHF | 100.00% | 100.00% |