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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 56'000 | 56'000 | 55'959 | 55'959 | 124'165 CHF | 124'725 CHF | 100.00% | 100.00% |
29.04.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 55'000 | 55'000 | 55'018 | 55'018 | 126'961 CHF | 127'511 CHF | 100.00% | 100.00% |
26.04.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 56'000 | 56'000 | 55'995 | 55'995 | 125'958 CHF | 126'518 CHF | 99.43% | 99.43% |
25.04.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 56'000 | 56'000 | 55'327 | 55'327 | 127'453 CHF | 128'006 CHF | 99.69% | 99.69% |
24.04.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 55'000 | 55'000 | 54'591 | 54'591 | 131'955 CHF | 132'501 CHF | 99.30% | 99.30% |
23.04.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 54'000 | 54'000 | 54'093 | 54'093 | 132'795 CHF | 133'336 CHF | 100.00% | 100.00% |
22.04.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 55'000 | 55'000 | 54'981 | 54'981 | 131'994 CHF | 132'544 CHF | 100.00% | 100.00% |
19.04.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 55'000 | 55'000 | 55'476 | 55'476 | 126'807 CHF | 127'361 CHF | 100.00% | 100.00% |
18.04.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 56'000 | 56'000 | 55'249 | 55'249 | 127'066 CHF | 127'618 CHF | 99.99% | 99.99% |
17.04.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 56'000 | 56'000 | 54'905 | 54'905 | 128'257 CHF | 128'807 CHF | 99.99% | 99.99% |