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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.13% | 15.79 CHF | 15.81 CHF | 67'000 | 67'000 | 33'412 | 33'412 | 528'376 CHF | 529'046 CHF | 98.72% | 98.72% |
23.04.2024 | 0.16% | 13.43 CHF | 13.45 CHF | 74'000 | 74'000 | 38'497 | 38'497 | 508'170 CHF | 508'942 CHF | 99.99% | 99.99% |
22.04.2024 | 0.16% | 12.77 CHF | 12.79 CHF | 80'000 | 80'000 | 39'031 | 39'031 | 508'490 CHF | 509'272 CHF | 99.99% | 99.99% |
19.04.2024 | 0.15% | 14.07 CHF | 14.09 CHF | 74'000 | 74'000 | 36'692 | 36'692 | 508'737 CHF | 509'473 CHF | 99.95% | 99.95% |
18.04.2024 | 0.14% | 14.35 CHF | 14.37 CHF | 74'000 | 74'000 | 36'740 | 36'740 | 530'089 CHF | 530'825 CHF | 99.98% | 99.98% |
17.04.2024 | 0.13% | 14.88 CHF | 14.90 CHF | 74'000 | 74'000 | 34'926 | 34'926 | 526'887 CHF | 527'587 CHF | 99.99% | 99.99% |
16.04.2024 | 0.13% | 15.08 CHF | 15.10 CHF | 67'000 | 67'000 | 34'463 | 34'463 | 522'205 CHF | 522'897 CHF | 99.99% | 99.99% |
15.04.2024 | 0.12% | 16.31 CHF | 16.33 CHF | 66'000 | 66'000 | 32'965 | 32'965 | 549'536 CHF | 550'197 CHF | 99.50% | 99.50% |
12.04.2024 | 0.12% | 17.17 CHF | 17.19 CHF | 64'000 | 64'000 | 31'728 | 31'728 | 548'245 CHF | 548'881 CHF | 99.98% | 99.98% |
11.04.2024 | 0.12% | 16.91 CHF | 16.93 CHF | 65'000 | 65'000 | 32'546 | 32'546 | 553'405 CHF | 554'058 CHF | 99.96% | 99.96% |