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 | 0.68% | 1.50 CHF | 1.51 CHF | 27'000 | 27'000 | 26'918 | 26'918 | 39'451 CHF | 39'720 CHF | 99.45% | 99.45% |
25.04.2024 | 0.66% | 1.46 CHF | 1.47 CHF | 27'000 | 27'000 | 26'522 | 26'522 | 40'333 CHF | 40'598 CHF | 99.42% | 99.42% |
24.04.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 26'000 | 26'000 | 25'746 | 25'746 | 42'089 CHF | 42'347 CHF | 99.39% | 99.39% |
23.04.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 26'000 | 26'000 | 25'722 | 25'722 | 43'031 CHF | 43'288 CHF | 99.34% | 99.34% |
22.04.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 26'000 | 26'000 | 25'842 | 25'842 | 41'824 CHF | 42'083 CHF | 98.51% | 98.51% |
19.04.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 26'000 | 26'000 | 25'875 | 25'875 | 38'868 CHF | 39'127 CHF | 98.20% | 98.20% |
18.04.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 26'000 | 26'000 | 25'733 | 25'733 | 39'096 CHF | 39'353 CHF | 99.47% | 99.47% |
17.04.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 26'000 | 26'000 | 25'383 | 25'383 | 39'461 CHF | 39'716 CHF | 95.59% | 95.59% |
16.04.2024 | - | 1.68 CHF | - CHF | 1'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.04.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 25'000 | 25'000 | 24'883 | 24'883 | 44'845 CHF | 45'094 CHF | 99.28% | 99.28% |