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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 240'000 | 240'000 | 133'171 | 133'171 | 394'781 CHF | 396'116 CHF | 99.50% | 99.50% |
25.04.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 243'000 | 243'000 | 133'831 | 133'831 | 390'637 CHF | 391'978 CHF | 99.88% | 99.88% |
24.04.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 245'000 | 245'000 | 135'302 | 135'302 | 386'823 CHF | 388'179 CHF | 99.81% | 99.81% |
23.04.2024 | 0.37% | 2.82 CHF | 2.83 CHF | 248'000 | 248'000 | 137'172 | 137'172 | 383'279 CHF | 384'653 CHF | 99.59% | 99.59% |
22.04.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 250'000 | 250'000 | 136'757 | 136'757 | 381'993 CHF | 383'364 CHF | 99.83% | 99.83% |
19.04.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250'000 | 250'000 | 136'846 | 136'846 | 384'292 CHF | 385'664 CHF | 99.98% | 99.98% |
18.04.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 245'000 | 245'000 | 135'175 | 135'175 | 389'514 CHF | 390'868 CHF | 99.99% | 99.99% |
17.04.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 243'000 | 243'000 | 133'722 | 133'722 | 394'471 CHF | 395'813 CHF | 99.99% | 99.99% |
16.04.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 243'000 | 243'000 | 131'302 | 131'302 | 398'174 CHF | 399'493 CHF | 99.97% | 99.97% |
15.04.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 233'000 | 233'000 | 129'185 | 129'185 | 407'248 CHF | 408'544 CHF | 100.00% | 100.00% |