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% | 17.32 CHF | 17.34 CHF | 58'000 | 58'000 | 31'511 | 31'511 | 523'248 CHF | 523'879 CHF | 83.73% | 83.73% |
26.04.2024 | 0.14% | 14.59 CHF | 14.61 CHF | 64'000 | 64'000 | 32'102 | 32'102 | 466'899 CHF | 467'544 CHF | 99.45% | 99.45% |
25.04.2024 | 0.15% | 14.02 CHF | 14.04 CHF | 66'000 | 66'000 | 33'325 | 33'325 | 450'562 CHF | 451'230 CHF | 99.78% | 99.78% |
24.04.2024 | 0.15% | 13.37 CHF | 13.39 CHF | 67'000 | 67'000 | 33'415 | 33'415 | 447'628 CHF | 448'298 CHF | 98.73% | 98.73% |
23.04.2024 | 0.19% | 11.02 CHF | 11.04 CHF | 74'000 | 74'000 | 38'500 | 38'500 | 415'468 CHF | 416'240 CHF | 99.99% | 99.99% |
22.04.2024 | 0.19% | 10.35 CHF | 10.37 CHF | 80'000 | 80'000 | 39'040 | 39'040 | 414'517 CHF | 415'300 CHF | 99.99% | 99.99% |
19.04.2024 | 0.18% | 11.67 CHF | 11.69 CHF | 74'000 | 74'000 | 36'692 | 36'692 | 420'635 CHF | 421'371 CHF | 99.95% | 99.95% |
18.04.2024 | 0.17% | 11.94 CHF | 11.96 CHF | 74'000 | 74'000 | 36'723 | 36'723 | 441'585 CHF | 442'321 CHF | 99.94% | 99.94% |
17.04.2024 | 0.16% | 12.47 CHF | 12.49 CHF | 74'000 | 74'000 | 34'926 | 34'926 | 442'803 CHF | 443'504 CHF | 99.98% | 99.98% |
16.04.2024 | 0.16% | 12.67 CHF | 12.69 CHF | 67'000 | 67'000 | 34'458 | 34'458 | 439'051 CHF | 439'743 CHF | 99.98% | 99.98% |