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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 100'000 | 100'000 | 98'983 | 98'740 | 499'075 CHF | 498'833 CHF | 99.66% | 99.66% |
23.04.2024 | 0.21% | 4.99 CHF | 5.00 CHF | 100'000 | 100'000 | 98'997 | 98'997 | 484'342 CHF | 485'334 CHF | 99.10% | 99.10% |
22.04.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 100'000 | 100'000 | 99'087 | 99'087 | 464'821 CHF | 465'813 CHF | 98.69% | 98.69% |
19.04.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 100'000 | 100'000 | 98'938 | 98'938 | 451'983 CHF | 452'973 CHF | 98.11% | 98.11% |
18.04.2024 | 0.22% | 4.73 CHF | 4.74 CHF | 100'000 | 100'000 | 99'002 | 99'002 | 461'155 CHF | 462'146 CHF | 99.46% | 99.46% |
17.04.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 100'000 | 100'000 | 97'795 | 97'795 | 461'967 CHF | 462'948 CHF | 97.53% | 97.53% |
16.04.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 100'000 | 100'000 | 97'917 | 97'917 | 457'213 CHF | 458'194 CHF | 96.26% | 96.26% |
15.04.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 100'000 | 100'000 | 98'238 | 98'044 | 489'365 CHF | 489'366 CHF | 99.94% | 99.94% |
12.04.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 100'000 | 100'000 | 98'360 | 98'357 | 487'365 CHF | 488'335 CHF | 99.28% | 99.28% |
11.04.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 100'000 | 100'000 | 99'134 | 98'940 | 490'186 CHF | 490'214 CHF | 99.43% | 99.43% |