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 | 0.11% | 9.09 CHF | 9.10 CHF | 50'000 | 50'000 | 49'425 | 49'425 | 449'660 CHF | 450'155 CHF | 99.48% | 99.48% |
26.04.2024 | 0.11% | 9.02 CHF | 9.03 CHF | 50'000 | 50'000 | 49'653 | 49'653 | 446'022 CHF | 446'519 CHF | 99.48% | 99.48% |
25.04.2024 | 0.11% | 8.69 CHF | 8.70 CHF | 50'000 | 50'000 | 49'521 | 49'521 | 446'648 CHF | 447'144 CHF | 98.28% | 98.28% |
24.04.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 50'000 | 50'000 | 49'443 | 49'443 | 460'185 CHF | 460'680 CHF | 99.41% | 99.41% |
23.04.2024 | 0.11% | 9.28 CHF | 9.29 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 452'662 CHF | 453'158 CHF | 99.50% | 99.50% |
22.04.2024 | 0.11% | 8.86 CHF | 8.87 CHF | 50'000 | 50'000 | 49'577 | 49'577 | 444'727 CHF | 445'223 CHF | 98.36% | 98.36% |
19.04.2024 | 0.12% | 8.80 CHF | 8.81 CHF | 50'000 | 50'000 | 49'467 | 49'467 | 425'225 CHF | 425'721 CHF | 97.68% | 97.68% |
18.04.2024 | 0.12% | 8.92 CHF | 8.93 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 431'988 CHF | 432'484 CHF | 99.54% | 99.54% |
17.04.2024 | 0.12% | 8.66 CHF | 8.67 CHF | 50'000 | 50'000 | 48'889 | 48'889 | 428'999 CHF | 429'489 CHF | 96.90% | 96.90% |
16.04.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 50'000 | 50'000 | 48'903 | 48'903 | 426'839 CHF | 427'329 CHF | 95.56% | 95.56% |