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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.40% | 12.50 CHF | 12.55 CHF | 50'000 | 50'000 | 49'778 | 49'778 | 629'224 CHF | 631'714 CHF | 99.50% | 99.50% |
29.04.2024 | 0.40% | 12.65 CHF | 12.70 CHF | 50'000 | 50'000 | 49'435 | 49'435 | 624'679 CHF | 627'154 CHF | 99.61% | 99.61% |
26.04.2024 | 0.40% | 12.55 CHF | 12.60 CHF | 50'000 | 50'000 | 49'625 | 49'625 | 621'345 CHF | 623'828 CHF | 99.80% | 99.80% |
25.04.2024 | 0.40% | 12.25 CHF | 12.30 CHF | 50'000 | 50'000 | 49'418 | 49'418 | 620'709 CHF | 623'183 CHF | 99.65% | 99.65% |
24.04.2024 | 0.39% | 12.75 CHF | 12.80 CHF | 50'000 | 50'000 | 49'455 | 49'455 | 635'463 CHF | 637'938 CHF | 99.77% | 99.77% |
23.04.2024 | 0.40% | 12.80 CHF | 12.85 CHF | 50'000 | 50'000 | 49'488 | 49'488 | 627'191 CHF | 629'668 CHF | 96.29% | 96.29% |
22.04.2024 | 0.40% | 12.40 CHF | 12.45 CHF | 50'000 | 50'000 | 49'512 | 49'512 | 618'990 CHF | 621'468 CHF | 99.05% | 99.05% |
19.04.2024 | 0.42% | 12.30 CHF | 12.35 CHF | 50'000 | 50'000 | 49'504 | 49'504 | 599'696 CHF | 602'174 CHF | 99.80% | 99.80% |
18.04.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 50'000 | 50'000 | 49'474 | 49'474 | 605'564 CHF | 608'041 CHF | 99.44% | 99.44% |
17.04.2024 | 0.42% | 12.20 CHF | 12.25 CHF | 50'000 | 50'000 | 48'960 | 48'960 | 602'187 CHF | 604'640 CHF | 97.20% | 97.20% |