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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.14% | 14.90 CHF | 14.92 CHF | 66'000 | 66'000 | 33'318 | 33'318 | 479'796 CHF | 480'464 CHF | 99.75% | 99.75% |
24.04.2024 | 0.14% | 14.25 CHF | 14.27 CHF | 67'000 | 67'000 | 33'427 | 33'427 | 477'202 CHF | 477'872 CHF | 98.70% | 98.70% |
23.04.2024 | 0.18% | 11.89 CHF | 11.91 CHF | 74'000 | 74'000 | 38'496 | 38'496 | 449'193 CHF | 449'964 CHF | 99.99% | 99.99% |
22.04.2024 | 0.18% | 11.23 CHF | 11.25 CHF | 80'000 | 80'000 | 39'031 | 39'031 | 448'619 CHF | 449'402 CHF | 100.00% | 100.00% |
19.04.2024 | 0.17% | 12.54 CHF | 12.56 CHF | 74'000 | 74'000 | 36'692 | 36'692 | 452'691 CHF | 453'427 CHF | 99.96% | 99.96% |
18.04.2024 | 0.16% | 12.81 CHF | 12.83 CHF | 74'000 | 74'000 | 36'732 | 36'732 | 473'827 CHF | 474'563 CHF | 99.96% | 99.96% |
17.04.2024 | 0.15% | 13.35 CHF | 13.37 CHF | 74'000 | 74'000 | 34'924 | 34'924 | 473'378 CHF | 474'078 CHF | 99.98% | 99.98% |
16.04.2024 | 0.15% | 13.55 CHF | 13.57 CHF | 67'000 | 67'000 | 34'457 | 34'457 | 469'271 CHF | 469'963 CHF | 99.97% | 99.97% |
15.04.2024 | 0.13% | 14.77 CHF | 14.79 CHF | 66'000 | 66'000 | 32'962 | 32'962 | 498'901 CHF | 499'562 CHF | 99.51% | 99.51% |
12.04.2024 | 0.13% | 15.64 CHF | 15.66 CHF | 64'000 | 64'000 | 31'727 | 31'727 | 499'699 CHF | 500'336 CHF | 99.98% | 99.98% |