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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.28% | 16.57 CHF | 16.58 CHF | 35'000 | 35'000 | 19'414 | 19'414 | 318'964 CHF | 319'704 CHF | 99.98% | 99.98% |
17.04.2024 | 0.29% | 16.63 CHF | 16.64 CHF | 35'000 | 35'000 | 19'385 | 19'385 | 318'443 CHF | 319'182 CHF | 99.99% | 99.99% |
16.04.2024 | 0.29% | 16.29 CHF | 16.30 CHF | 35'000 | 35'000 | 19'428 | 19'428 | 315'818 CHF | 316'556 CHF | 99.31% | 99.31% |
15.04.2024 | 0.34% | 16.97 CHF | 16.98 CHF | 35'000 | 35'000 | 18'936 | 18'936 | 322'507 CHF | 323'406 CHF | 99.88% | 99.88% |
12.04.2024 | 0.18% | 16.85 CHF | 16.86 CHF | 35'000 | 35'000 | 19'180 | 19'180 | 326'810 CHF | 327'310 CHF | 99.99% | 99.99% |
11.04.2024 | 0.19% | 16.81 CHF | 16.82 CHF | 35'000 | 35'000 | 19'333 | 19'333 | 321'303 CHF | 321'805 CHF | 99.93% | 99.93% |
10.04.2024 | 0.19% | 16.39 CHF | 16.40 CHF | 35'000 | 35'000 | 19'339 | 19'339 | 320'428 CHF | 320'932 CHF | 99.14% | 99.14% |
09.04.2024 | 0.19% | 16.39 CHF | 16.40 CHF | 35'000 | 35'000 | 19'715 | 19'715 | 322'699 CHF | 323'218 CHF | 99.77% | 99.77% |
08.04.2024 | 0.20% | 16.25 CHF | 16.26 CHF | 36'000 | 36'000 | 20'017 | 20'017 | 318'400 CHF | 318'926 CHF | 99.84% | 99.84% |
05.04.2024 | 0.20% | 15.74 CHF | 15.75 CHF | 36'000 | 36'000 | 20'301 | 20'301 | 313'714 CHF | 314'246 CHF | 99.98% | 99.98% |