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 | 0.17% | 12.92 CHF | 12.94 CHF | 66'000 | 66'000 | 33'316 | 33'316 | 413'765 CHF | 414'433 CHF | 99.75% | 99.75% |
24.04.2024 | 0.17% | 12.27 CHF | 12.29 CHF | 67'000 | 67'000 | 33'421 | 33'421 | 410'975 CHF | 411'645 CHF | 98.75% | 98.75% |
23.04.2024 | 0.21% | 9.92 CHF | 9.94 CHF | 74'000 | 74'000 | 38'492 | 38'492 | 373'139 CHF | 373'911 CHF | 99.98% | 99.98% |
22.04.2024 | 0.21% | 9.26 CHF | 9.28 CHF | 80'000 | 80'000 | 39'031 | 39'031 | 371'572 CHF | 372'355 CHF | 99.99% | 99.99% |
19.04.2024 | 0.20% | 10.58 CHF | 10.60 CHF | 74'000 | 74'000 | 36'688 | 36'688 | 380'542 CHF | 381'278 CHF | 99.94% | 99.94% |
18.04.2024 | 0.19% | 10.84 CHF | 10.86 CHF | 74'000 | 74'000 | 36'729 | 36'729 | 401'438 CHF | 402'174 CHF | 99.93% | 99.93% |
17.04.2024 | 0.18% | 11.37 CHF | 11.39 CHF | 74'000 | 74'000 | 34'922 | 34'922 | 404'503 CHF | 405'204 CHF | 99.98% | 99.98% |
16.04.2024 | 0.17% | 11.57 CHF | 11.59 CHF | 67'000 | 67'000 | 34'459 | 34'459 | 401'266 CHF | 401'958 CHF | 99.98% | 99.98% |
15.04.2024 | 0.15% | 12.80 CHF | 12.82 CHF | 66'000 | 66'000 | 32'968 | 32'968 | 433'894 CHF | 434'555 CHF | 99.51% | 99.51% |
12.04.2024 | 0.15% | 13.67 CHF | 13.69 CHF | 64'000 | 64'000 | 31'726 | 31'726 | 437'145 CHF | 437'781 CHF | 99.98% | 99.98% |