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 | 0.49% | 10.10 CHF | 10.15 CHF | 80'000 | 80'000 | 79'247 | 79'246 | 813'551 CHF | 817'511 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 80'000 | 80'000 | 79'222 | 79'222 | 813'442 CHF | 817'408 CHF | 99.44% | 99.44% |
26.04.2024 | 0.50% | 10.20 CHF | 10.25 CHF | 80'000 | 80'000 | 79'394 | 79'394 | 806'503 CHF | 810'476 CHF | 99.40% | 99.40% |
25.04.2024 | 0.42% | 9.88 CHF | 9.89 CHF | 80'000 | 80'000 | 79'056 | 79'054 | 805'907 CHF | 809'197 CHF | 98.75% | 98.75% |
24.04.2024 | 0.48% | 10.35 CHF | 10.40 CHF | 80'000 | 80'000 | 79'191 | 79'191 | 829'994 CHF | 833'951 CHF | 99.65% | 99.65% |
23.04.2024 | 0.49% | 10.45 CHF | 10.50 CHF | 80'000 | 80'000 | 79'186 | 79'185 | 816'178 CHF | 820'132 CHF | 99.19% | 99.19% |
22.04.2024 | 0.50% | 10.05 CHF | 10.10 CHF | 80'000 | 80'000 | 79'290 | 79'290 | 804'022 CHF | 807'990 CHF | 96.64% | 96.64% |
19.04.2024 | 0.11% | 9.98 CHF | 9.99 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 782'535 CHF | 783'369 CHF | 97.97% | 97.97% |
18.04.2024 | 0.15% | 10.10 CHF | 10.15 CHF | 80'000 | 80'000 | 79'247 | 79'247 | 784'967 CHF | 786'180 CHF | 98.91% | 98.91% |
17.04.2024 | 0.19% | 9.84 CHF | 9.85 CHF | 80'000 | 80'000 | 79'391 | 79'391 | 790'566 CHF | 792'050 CHF | 97.51% | 97.51% |