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 | 0.60% | 1.66 CHF | 1.67 CHF | 135'000 | 135'000 | 135'669 | 135'669 | 224'833 CHF | 226'190 CHF | 99.99% | 99.99% |
17.04.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 135'000 | 135'000 | 132'621 | 132'621 | 231'468 CHF | 232'797 CHF | 100.00% | 100.00% |
16.04.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 135'000 | 135'000 | 133'868 | 133'868 | 228'273 CHF | 229'614 CHF | 99.40% | 99.40% |
15.04.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 132'000 | 132'000 | 132'151 | 132'151 | 233'682 CHF | 235'004 CHF | 100.00% | 100.00% |
12.04.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 133'000 | 133'000 | 132'839 | 132'839 | 233'135 CHF | 234'463 CHF | 99.45% | 99.45% |
11.04.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 128'000 | 128'000 | 127'242 | 127'242 | 226'107 CHF | 227'380 CHF | 99.99% | 99.99% |
10.04.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 127'000 | 127'000 | 127'292 | 127'292 | 226'789 CHF | 228'062 CHF | 100.00% | 100.00% |
09.04.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 128'000 | 128'000 | 126'272 | 126'272 | 229'622 CHF | 230'885 CHF | 100.00% | 100.00% |
08.04.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 126'000 | 126'000 | 126'018 | 126'018 | 229'669 CHF | 230'929 CHF | 100.00% | 100.00% |
05.04.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 127'000 | 127'000 | 126'913 | 126'913 | 228'732 CHF | 230'001 CHF | 100.00% | 100.00% |