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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.12% | 15.75 CHF | 15.77 CHF | 60'000 | 60'000 | 29'484 | 29'484 | 482'401 CHF | 482'992 CHF | 96.78% | 96.78% |
29.04.2024 | 0.13% | 16.60 CHF | 16.62 CHF | 58'000 | 58'000 | 31'530 | 31'530 | 500'697 CHF | 501'329 CHF | 83.78% | 83.78% |
26.04.2024 | 0.15% | 13.87 CHF | 13.89 CHF | 64'000 | 64'000 | 32'082 | 32'082 | 443'275 CHF | 443'919 CHF | 99.39% | 99.39% |
25.04.2024 | 0.16% | 13.29 CHF | 13.31 CHF | 66'000 | 66'000 | 33'350 | 33'350 | 426'583 CHF | 427'251 CHF | 99.66% | 99.66% |
24.04.2024 | 0.16% | 12.65 CHF | 12.67 CHF | 67'000 | 67'000 | 33'396 | 33'396 | 423'095 CHF | 423'765 CHF | 98.67% | 98.67% |
23.04.2024 | 0.20% | 10.29 CHF | 10.31 CHF | 74'000 | 74'000 | 38'498 | 38'498 | 387'411 CHF | 388'183 CHF | 99.99% | 99.99% |
22.04.2024 | 0.21% | 9.63 CHF | 9.65 CHF | 80'000 | 80'000 | 39'026 | 39'026 | 385'942 CHF | 386'725 CHF | 99.95% | 99.95% |
19.04.2024 | 0.19% | 10.94 CHF | 10.96 CHF | 74'000 | 74'000 | 36'692 | 36'692 | 394'059 CHF | 394'796 CHF | 99.95% | 99.95% |
18.04.2024 | 0.18% | 11.21 CHF | 11.23 CHF | 74'000 | 74'000 | 36'727 | 36'727 | 414'986 CHF | 415'722 CHF | 99.94% | 99.94% |
17.04.2024 | 0.17% | 11.74 CHF | 11.76 CHF | 74'000 | 74'000 | 34'927 | 34'927 | 417'503 CHF | 418'203 CHF | 99.99% | 99.99% |