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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.04.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 103'900 | 103'900 | 104'498 | 104'498 | 375'382 CHF | 376'427 CHF | 99.44% | 99.44% |
19.04.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 105'000 | 105'000 | 104'217 | 104'217 | 367'934 CHF | 368'977 CHF | 100.00% | 100.00% |
18.04.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 103'700 | 103'700 | 104'300 | 104'300 | 374'973 CHF | 376'016 CHF | 100.00% | 100.00% |
17.04.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 104'700 | 104'700 | 103'597 | 103'597 | 369'147 CHF | 370'185 CHF | 100.00% | 100.00% |
16.04.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 103'200 | 103'200 | 102'536 | 102'536 | 368'032 CHF | 369'057 CHF | 99.80% | 99.80% |
15.04.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 102'100 | 102'100 | 102'341 | 102'341 | 374'385 CHF | 375'409 CHF | 99.86% | 99.86% |
12.04.2024 | 0.27% | 3.56 CHF | 3.57 CHF | 102'600 | 102'600 | 99'404 | 99'404 | 361'051 CHF | 362'045 CHF | 100.00% | 100.00% |
11.04.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 97'300 | 97'300 | 96'625 | 96'625 | 372'101 CHF | 373'068 CHF | 99.99% | 99.99% |
10.04.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 96'200 | 96'200 | 95'900 | 95'900 | 375'310 CHF | 376'269 CHF | 99.89% | 99.89% |
09.04.2024 | 0.25% | 3.90 CHF | 3.91 CHF | 95'700 | 95'700 | 96'001 | 96'001 | 377'568 CHF | 378'528 CHF | 100.00% | 100.00% |