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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 245'000 | 245'000 | 135'201 | 135'201 | 418'824 CHF | 420'179 CHF | 99.98% | 99.98% |
17.04.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 243'000 | 243'000 | 133'719 | 133'719 | 423'501 CHF | 424'842 CHF | 99.99% | 99.99% |
16.04.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 243'000 | 243'000 | 131'304 | 131'304 | 426'751 CHF | 428'070 CHF | 99.96% | 99.96% |
15.04.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 233'000 | 233'000 | 129'177 | 129'177 | 435'378 CHF | 436'674 CHF | 99.98% | 99.98% |
12.04.2024 | 0.31% | 3.39 CHF | 3.40 CHF | 235'000 | 235'000 | 129'143 | 129'143 | 435'410 CHF | 436'706 CHF | 100.00% | 100.00% |
11.04.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 243'000 | 243'000 | 134'941 | 134'941 | 421'166 CHF | 422'519 CHF | 99.99% | 99.99% |
10.04.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 245'000 | 245'000 | 134'234 | 134'234 | 420'311 CHF | 421'657 CHF | 99.98% | 99.98% |
09.04.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 245'000 | 245'000 | 135'669 | 135'669 | 420'964 CHF | 422'325 CHF | 99.89% | 99.89% |
08.04.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 245'000 | 245'000 | 135'130 | 135'130 | 422'202 CHF | 423'556 CHF | 99.90% | 99.90% |
05.04.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 245'000 | 245'000 | 134'885 | 134'885 | 422'693 CHF | 424'047 CHF | 99.98% | 99.98% |