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 | 0.16% | 12.50 CHF | 12.52 CHF | 64'000 | 64'000 | 32'088 | 32'088 | 399'550 CHF | 400'194 CHF | 99.41% | 99.41% |
25.04.2024 | 0.18% | 11.92 CHF | 11.94 CHF | 66'000 | 66'000 | 33'352 | 33'352 | 381'036 CHF | 381'705 CHF | 99.66% | 99.66% |
24.04.2024 | 0.18% | 11.28 CHF | 11.30 CHF | 67'000 | 67'000 | 33'412 | 33'412 | 377'637 CHF | 378'307 CHF | 98.64% | 98.64% |
23.04.2024 | 0.24% | 8.93 CHF | 8.95 CHF | 74'000 | 74'000 | 38'496 | 38'496 | 335'002 CHF | 335'773 CHF | 99.99% | 99.99% |
22.04.2024 | 0.24% | 8.26 CHF | 8.28 CHF | 80'000 | 80'000 | 39'016 | 39'016 | 332'724 CHF | 333'506 CHF | 99.95% | 99.95% |
19.04.2024 | 0.22% | 9.59 CHF | 9.61 CHF | 74'000 | 74'000 | 36'684 | 36'684 | 344'235 CHF | 344'971 CHF | 99.95% | 99.95% |
18.04.2024 | 0.20% | 9.85 CHF | 9.87 CHF | 74'000 | 74'000 | 36'736 | 36'736 | 365'192 CHF | 365'928 CHF | 99.94% | 99.94% |
17.04.2024 | 0.19% | 10.38 CHF | 10.40 CHF | 74'000 | 74'000 | 34'927 | 34'927 | 369'990 CHF | 370'691 CHF | 99.98% | 99.98% |
16.04.2024 | 0.19% | 10.58 CHF | 10.60 CHF | 67'000 | 67'000 | 34'463 | 34'463 | 367'135 CHF | 367'827 CHF | 99.98% | 99.98% |
15.04.2024 | 0.17% | 11.80 CHF | 11.82 CHF | 66'000 | 66'000 | 32'969 | 32'969 | 401'201 CHF | 401'862 CHF | 99.51% | 99.51% |