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 | 0.31% | 6.79 CHF | 6.81 CHF | 19'683 | 19'683 | 19'612 | 19'612 | 129'395 CHF | 129'788 CHF | 99.23% | 99.23% |
22.04.2024 | 0.28% | 6.91 CHF | 6.93 CHF | 19'500 | 19'500 | 19'150 | 19'150 | 137'759 CHF | 138'142 CHF | 99.72% | 99.72% |
19.04.2024 | 0.26% | 8.08 CHF | 8.10 CHF | 18'660 | 18'660 | 18'633 | 18'633 | 146'149 CHF | 146'522 CHF | 97.80% | 97.80% |
18.04.2024 | 0.25% | 7.94 CHF | 7.96 CHF | 18'778 | 18'778 | 18'590 | 18'590 | 147'842 CHF | 148'215 CHF | 99.13% | 99.13% |
17.04.2024 | 0.25% | 8.15 CHF | 8.17 CHF | 18'599 | 18'599 | 18'305 | 18'305 | 147'191 CHF | 147'558 CHF | 98.75% | 98.75% |
16.04.2024 | 0.26% | 7.82 CHF | 7.84 CHF | 18'821 | 18'821 | 18'412 | 18'412 | 144'897 CHF | 145'266 CHF | 96.19% | 96.19% |
15.04.2024 | 0.25% | 8.03 CHF | 8.05 CHF | 18'679 | 18'679 | 18'381 | 18'381 | 146'730 CHF | 147'098 CHF | 99.71% | 99.71% |
12.04.2024 | 0.23% | 8.85 CHF | 8.87 CHF | 18'111 | 18'111 | 17'921 | 17'921 | 155'741 CHF | 156'101 CHF | 98.80% | 98.80% |
11.04.2024 | 0.27% | 7.46 CHF | 7.48 CHF | 19'241 | 19'241 | 19'069 | 19'069 | 144'335 CHF | 144'716 CHF | 98.51% | 98.51% |
10.04.2024 | 0.26% | 7.60 CHF | 7.62 CHF | 19'200 | 19'200 | 19'166 | 19'166 | 145'996 CHF | 146'379 CHF | 98.53% | 98.53% |