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 | 0.13% | 16.00 CHF | 16.01 CHF | 35'000 | 35'000 | 19'328 | 19'328 | 305'517 CHF | 305'863 CHF | 99.30% | 99.30% |
24.04.2024 | 0.19% | 16.50 CHF | 16.51 CHF | 35'000 | 35'000 | 19'225 | 19'225 | 317'684 CHF | 318'185 CHF | 99.92% | 99.92% |
23.04.2024 | 0.19% | 16.50 CHF | 16.51 CHF | 35'000 | 35'000 | 19'411 | 19'411 | 315'950 CHF | 316'455 CHF | 99.98% | 99.98% |
22.04.2024 | 0.29% | 15.77 CHF | 15.78 CHF | 35'000 | 35'000 | 19'413 | 19'413 | 308'258 CHF | 308'999 CHF | 99.78% | 99.78% |
19.04.2024 | 0.30% | 15.85 CHF | 15.86 CHF | 35'000 | 35'000 | 19'776 | 19'776 | 312'837 CHF | 313'597 CHF | 99.73% | 99.73% |
18.04.2024 | 0.29% | 16.13 CHF | 16.14 CHF | 35'000 | 35'000 | 19'406 | 19'406 | 310'241 CHF | 310'981 CHF | 99.92% | 99.92% |
17.04.2024 | 0.29% | 16.19 CHF | 16.20 CHF | 35'000 | 35'000 | 19'385 | 19'385 | 309'852 CHF | 310'591 CHF | 99.98% | 99.98% |
16.04.2024 | 0.30% | 15.84 CHF | 15.85 CHF | 35'000 | 35'000 | 19'429 | 19'429 | 307'218 CHF | 307'956 CHF | 99.33% | 99.33% |
15.04.2024 | 0.35% | 16.53 CHF | 16.54 CHF | 35'000 | 35'000 | 18'937 | 18'937 | 314'115 CHF | 315'014 CHF | 99.89% | 99.89% |
12.04.2024 | 0.19% | 16.40 CHF | 16.41 CHF | 35'000 | 35'000 | 19'178 | 19'178 | 318'284 CHF | 318'784 CHF | 99.98% | 99.98% |