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 | 0.37% | 5.39 CHF | 5.41 CHF | 63'000 | 63'000 | 63'640 | 63'640 | 339'379 CHF | 340'652 CHF | 98.63% | 98.63% |
25.04.2024 | 0.38% | 5.27 CHF | 5.29 CHF | 64'000 | 64'000 | 64'195 | 64'195 | 337'059 CHF | 338'343 CHF | 100.00% | 100.00% |
24.04.2024 | 0.37% | 5.39 CHF | 5.41 CHF | 63'000 | 63'000 | 63'082 | 63'082 | 339'636 CHF | 340'897 CHF | 99.76% | 99.76% |
23.04.2024 | 0.38% | 5.35 CHF | 5.37 CHF | 63'000 | 63'000 | 63'848 | 63'848 | 339'653 CHF | 340'930 CHF | 100.00% | 100.00% |
22.04.2024 | 0.39% | 5.22 CHF | 5.24 CHF | 64'000 | 64'000 | 64'968 | 64'968 | 336'250 CHF | 337'550 CHF | 100.00% | 100.00% |
19.04.2024 | 0.38% | 5.20 CHF | 5.22 CHF | 65'000 | 65'000 | 64'989 | 64'989 | 336'976 CHF | 338'275 CHF | 100.00% | 100.00% |
18.04.2024 | 0.38% | 5.26 CHF | 5.28 CHF | 64'000 | 64'000 | 64'495 | 64'495 | 337'105 CHF | 338'395 CHF | 99.98% | 99.98% |
17.04.2024 | 0.38% | 5.28 CHF | 5.30 CHF | 64'000 | 64'000 | 63'508 | 63'508 | 338'516 CHF | 339'788 CHF | 99.99% | 99.99% |
16.04.2024 | 0.38% | 5.27 CHF | 5.29 CHF | 64'000 | 64'000 | 63'845 | 63'845 | 338'252 CHF | 339'531 CHF | 99.68% | 99.68% |
15.04.2024 | 0.37% | 5.39 CHF | 5.41 CHF | 63'000 | 63'000 | 62'990 | 62'990 | 341'468 CHF | 342'728 CHF | 99.99% | 99.99% |