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 | 0.14% | 10.34 CHF | 10.35 CHF | 100'000 | 100'000 | 96'902 | 96'902 | 993'214 CHF | 994'260 CHF | 97.41% | 97.41% |
23.04.2024 | 0.21% | 10.20 CHF | 10.22 CHF | 100'000 | 100'000 | 93'282 | 93'282 | 930'667 CHF | 932'082 CHF | 95.47% | 95.47% |
22.04.2024 | 0.19% | 10.32 CHF | 10.34 CHF | 100'000 | 100'000 | 99'712 | 99'712 | 1'056'920 CHF | 1'058'920 CHF | 98.68% | 98.68% |
19.04.2024 | 0.18% | 11.46 CHF | 11.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'123'590 CHF | 1'125'590 CHF | 99.62% | 99.62% |
18.04.2024 | 0.18% | 11.34 CHF | 11.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'134'820 CHF | 1'136'820 CHF | 97.75% | 97.75% |
17.04.2024 | 0.17% | 11.54 CHF | 11.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'144'040 CHF | 1'146'040 CHF | 99.76% | 99.76% |
16.04.2024 | 0.18% | 11.22 CHF | 11.24 CHF | 100'000 | 100'000 | 99'835 | 99'835 | 1'124'000 CHF | 1'126'000 CHF | 91.66% | 91.66% |
15.04.2024 | 0.19% | 11.42 CHF | 11.44 CHF | 100'000 | 100'000 | 98'595 | 98'595 | 1'122'730 CHF | 1'124'730 CHF | 99.20% | 99.20% |
12.04.2024 | 0.17% | 12.26 CHF | 12.28 CHF | 100'000 | 100'000 | 99'990 | 99'990 | 1'209'230 CHF | 1'211'230 CHF | 98.98% | 98.98% |
11.04.2024 | 0.19% | 10.86 CHF | 10.88 CHF | 100'000 | 100'000 | 99'252 | 99'252 | 1'088'810 CHF | 1'090'810 CHF | 95.28% | 95.28% |