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 | 0.15% | 6.81 CHF | 6.82 CHF | 108'500 | 108'500 | 108'859 | 108'859 | 742'549 CHF | 743'638 CHF | 99.93% | 99.93% |
23.04.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 110'700 | 110'700 | 111'289 | 111'289 | 739'346 CHF | 740'459 CHF | 99.80% | 99.80% |
22.04.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 111'800 | 111'800 | 112'099 | 112'099 | 737'038 CHF | 738'159 CHF | 99.44% | 99.44% |
19.04.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 112'300 | 112'300 | 111'939 | 111'939 | 729'562 CHF | 730'681 CHF | 100.00% | 100.00% |
18.04.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 111'700 | 111'700 | 112'000 | 112'000 | 736'562 CHF | 737'682 CHF | 99.99% | 99.99% |
17.04.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 112'200 | 112'200 | 111'556 | 111'556 | 730'407 CHF | 731'524 CHF | 99.99% | 99.99% |
16.04.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 111'500 | 111'500 | 111'197 | 111'197 | 730'682 CHF | 731'794 CHF | 99.80% | 99.80% |
15.04.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 111'000 | 111'000 | 111'121 | 111'121 | 737'092 CHF | 738'203 CHF | 99.86% | 99.86% |
12.04.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 111'200 | 111'200 | 109'692 | 109'692 | 725'019 CHF | 726'116 CHF | 100.00% | 100.00% |
11.04.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 108'800 | 108'800 | 108'485 | 108'485 | 737'907 CHF | 738'992 CHF | 100.00% | 100.00% |