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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.39% | 13.05 CHF | 13.10 CHF | 60'000 | 60'000 | 59'431 | 59'431 | 777'120 CHF | 780'094 CHF | 99.61% | 99.61% |
26.04.2024 | 0.39% | 13.00 CHF | 13.05 CHF | 60'000 | 60'000 | 59'592 | 59'592 | 772'494 CHF | 775'476 CHF | 99.66% | 99.66% |
25.04.2024 | 0.39% | 12.65 CHF | 12.70 CHF | 60'000 | 60'000 | 59'313 | 59'309 | 770'934 CHF | 773'861 CHF | 99.33% | 99.33% |
24.04.2024 | 0.38% | 13.20 CHF | 13.25 CHF | 60'000 | 60'000 | 59'394 | 59'392 | 789'250 CHF | 792'194 CHF | 99.70% | 99.70% |
23.04.2024 | 0.38% | 13.25 CHF | 13.30 CHF | 60'000 | 60'000 | 59'689 | 59'689 | 782'282 CHF | 785'268 CHF | 98.89% | 98.89% |
22.04.2024 | 0.39% | 12.85 CHF | 12.90 CHF | 60'000 | 60'000 | 59'450 | 59'450 | 769'142 CHF | 772'118 CHF | 98.71% | 98.71% |
19.04.2024 | 0.40% | 12.75 CHF | 12.80 CHF | 60'000 | 60'000 | 59'400 | 59'400 | 745'491 CHF | 748'464 CHF | 99.70% | 99.70% |
18.04.2024 | 0.40% | 12.90 CHF | 12.95 CHF | 60'000 | 60'000 | 59'376 | 59'376 | 752'514 CHF | 755'486 CHF | 99.40% | 99.40% |
17.04.2024 | 0.40% | 12.60 CHF | 12.65 CHF | 60'000 | 60'000 | 58'813 | 58'813 | 749'123 CHF | 752'070 CHF | 97.19% | 97.19% |
16.04.2024 | 0.39% | 12.70 CHF | 12.75 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 760'078 CHF | 763'070 CHF | 96.24% | 96.24% |