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% | 17.73 CHF | 17.75 CHF | 58'000 | 58'000 | 31'534 | 31'534 | 536'631 CHF | 537'263 CHF | 83.77% | 83.77% |
26.04.2024 | 0.14% | 15.01 CHF | 15.03 CHF | 64'000 | 64'000 | 32'079 | 32'079 | 479'774 CHF | 480'418 CHF | 99.39% | 99.39% |
25.04.2024 | 0.15% | 14.43 CHF | 14.45 CHF | 66'000 | 66'000 | 33'348 | 33'348 | 464'551 CHF | 465'219 CHF | 99.66% | 99.66% |
24.04.2024 | 0.15% | 13.78 CHF | 13.80 CHF | 67'000 | 67'000 | 33'397 | 33'397 | 461'137 CHF | 461'807 CHF | 98.67% | 98.67% |
23.04.2024 | 0.18% | 11.43 CHF | 11.45 CHF | 74'000 | 74'000 | 38'497 | 38'497 | 431'169 CHF | 431'941 CHF | 99.99% | 99.99% |
22.04.2024 | 0.18% | 10.76 CHF | 10.78 CHF | 80'000 | 80'000 | 39'013 | 39'013 | 430'147 CHF | 430'930 CHF | 99.93% | 99.93% |
19.04.2024 | 0.17% | 12.08 CHF | 12.10 CHF | 74'000 | 74'000 | 36'688 | 36'688 | 435'551 CHF | 436'287 CHF | 99.95% | 99.95% |
18.04.2024 | 0.16% | 12.35 CHF | 12.37 CHF | 74'000 | 74'000 | 36'730 | 36'730 | 456'635 CHF | 457'372 CHF | 99.91% | 99.91% |
17.04.2024 | 0.16% | 12.88 CHF | 12.90 CHF | 74'000 | 74'000 | 34'921 | 34'921 | 457'050 CHF | 457'750 CHF | 99.97% | 99.97% |
16.04.2024 | 0.16% | 13.08 CHF | 13.10 CHF | 67'000 | 67'000 | 34'453 | 34'453 | 453'074 CHF | 453'766 CHF | 99.98% | 99.98% |