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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.12% | 17.33 CHF | 17.35 CHF | 66'000 | 66'000 | 33'361 | 33'361 | 561'587 CHF | 562'256 CHF | 99.67% | 99.67% |
24.04.2024 | 0.12% | 16.69 CHF | 16.71 CHF | 67'000 | 67'000 | 33'278 | 33'278 | 556'090 CHF | 556'757 CHF | 98.32% | 98.32% |
23.04.2024 | 0.15% | 14.34 CHF | 14.36 CHF | 74'000 | 74'000 | 38'498 | 38'498 | 543'307 CHF | 544'078 CHF | 99.99% | 99.99% |
22.04.2024 | 0.15% | 13.68 CHF | 13.70 CHF | 80'000 | 80'000 | 38'959 | 38'959 | 543'151 CHF | 543'933 CHF | 99.82% | 99.82% |
19.04.2024 | 0.14% | 14.97 CHF | 14.99 CHF | 74'000 | 74'000 | 36'690 | 36'690 | 541'862 CHF | 542'598 CHF | 99.94% | 99.94% |
18.04.2024 | 0.13% | 15.25 CHF | 15.27 CHF | 74'000 | 74'000 | 36'725 | 36'725 | 562'977 CHF | 563'713 CHF | 99.69% | 99.69% |
17.04.2024 | 0.13% | 15.78 CHF | 15.80 CHF | 74'000 | 74'000 | 34'934 | 34'934 | 558'361 CHF | 559'062 CHF | 99.99% | 99.99% |
16.04.2024 | 0.13% | 15.98 CHF | 16.00 CHF | 67'000 | 67'000 | 34'406 | 34'406 | 552'236 CHF | 552'927 CHF | 99.83% | 99.83% |
15.04.2024 | 0.12% | 17.19 CHF | 17.21 CHF | 66'000 | 66'000 | 32'966 | 32'966 | 578'768 CHF | 579'430 CHF | 99.12% | 99.12% |
12.04.2024 | 0.11% | 18.05 CHF | 18.07 CHF | 64'000 | 64'000 | 31'731 | 31'731 | 576'231 CHF | 576'868 CHF | 99.99% | 99.99% |