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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 86'000 | 86'000 | 39'027 | 39'027 | 60'542 CHF | 60'933 CHF | 100.00% | 100.00% |
22.04.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 88'000 | 88'000 | 39'191 | 39'191 | 60'162 CHF | 60'555 CHF | 100.00% | 100.00% |
19.04.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 87'000 | 87'000 | 39'251 | 39'251 | 59'854 CHF | 60'247 CHF | 99.82% | 99.82% |
18.04.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 87'000 | 87'000 | 39'117 | 39'117 | 60'685 CHF | 61'077 CHF | 99.99% | 99.99% |
17.04.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 86'000 | 86'000 | 38'838 | 38'838 | 61'253 CHF | 61'643 CHF | 99.99% | 99.99% |
16.04.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 86'000 | 86'000 | 38'836 | 38'836 | 60'706 CHF | 61'096 CHF | 99.99% | 99.99% |
15.04.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 87'000 | 87'000 | 38'902 | 38'902 | 61'235 CHF | 61'625 CHF | 100.00% | 100.00% |
12.04.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 86'000 | 86'000 | 38'542 | 38'542 | 61'652 CHF | 62'039 CHF | 99.40% | 99.40% |
11.04.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 86'000 | 86'000 | 38'780 | 38'780 | 62'407 CHF | 62'796 CHF | 100.00% | 100.00% |
10.04.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 85'000 | 85'000 | 37'918 | 37'918 | 62'760 CHF | 63'140 CHF | 99.93% | 99.93% |