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 | 0.12% | 18.41 CHF | 18.43 CHF | 58'000 | 58'000 | 31'507 | 31'507 | 557'570 CHF | 558'201 CHF | 83.74% | 83.74% |
26.04.2024 | 0.13% | 15.69 CHF | 15.71 CHF | 64'000 | 64'000 | 32'105 | 32'105 | 501'980 CHF | 502'624 CHF | 99.47% | 99.47% |
25.04.2024 | 0.14% | 15.11 CHF | 15.13 CHF | 66'000 | 66'000 | 33'325 | 33'325 | 486'973 CHF | 487'641 CHF | 99.77% | 99.77% |
24.04.2024 | 0.14% | 14.47 CHF | 14.49 CHF | 67'000 | 67'000 | 33'415 | 33'415 | 484'128 CHF | 484'798 CHF | 98.73% | 98.73% |
23.04.2024 | 0.17% | 12.11 CHF | 12.13 CHF | 74'000 | 74'000 | 38'498 | 38'498 | 457'368 CHF | 458'140 CHF | 99.99% | 99.99% |
22.04.2024 | 0.17% | 11.44 CHF | 11.46 CHF | 80'000 | 80'000 | 39'031 | 39'031 | 456'897 CHF | 457'680 CHF | 99.99% | 99.99% |
19.04.2024 | 0.16% | 12.75 CHF | 12.77 CHF | 74'000 | 74'000 | 36'688 | 36'688 | 460'385 CHF | 461'121 CHF | 99.95% | 99.95% |
18.04.2024 | 0.15% | 13.03 CHF | 13.05 CHF | 74'000 | 74'000 | 36'734 | 36'734 | 481'613 CHF | 482'349 CHF | 99.94% | 99.94% |
17.04.2024 | 0.15% | 13.56 CHF | 13.58 CHF | 74'000 | 74'000 | 34'927 | 34'927 | 480'818 CHF | 481'519 CHF | 99.98% | 99.98% |
16.04.2024 | 0.15% | 13.76 CHF | 13.78 CHF | 67'000 | 67'000 | 34'454 | 34'454 | 476'548 CHF | 477'240 CHF | 99.98% | 99.98% |