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 | 0.16% | 12.09 CHF | 12.11 CHF | 60'000 | 60'000 | 29'491 | 29'491 | 374'924 CHF | 375'515 CHF | 96.73% | 96.73% |
29.04.2024 | 0.17% | 12.96 CHF | 12.98 CHF | 58'000 | 58'000 | 31'524 | 31'524 | 385'792 CHF | 386'424 CHF | 83.74% | 83.74% |
26.04.2024 | 0.20% | 10.21 CHF | 10.23 CHF | 64'000 | 64'000 | 32'075 | 32'075 | 326'365 CHF | 327'009 CHF | 99.37% | 99.37% |
25.04.2024 | 0.22% | 9.65 CHF | 9.67 CHF | 66'000 | 66'000 | 33'348 | 33'348 | 305'014 CHF | 305'682 CHF | 99.66% | 99.66% |
24.04.2024 | 0.23% | 9.00 CHF | 9.02 CHF | 67'000 | 67'000 | 33'401 | 33'401 | 301'431 CHF | 302'101 CHF | 98.63% | 98.63% |
23.04.2024 | 0.32% | 6.66 CHF | 6.68 CHF | 74'000 | 74'000 | 38'496 | 38'496 | 247'572 CHF | 248'343 CHF | 99.99% | 99.99% |
22.04.2024 | 0.32% | 5.99 CHF | 6.01 CHF | 80'000 | 80'000 | 39'015 | 39'015 | 244'115 CHF | 244'898 CHF | 99.96% | 99.96% |
19.04.2024 | 0.29% | 7.32 CHF | 7.34 CHF | 74'000 | 74'000 | 36'687 | 36'687 | 261'272 CHF | 262'009 CHF | 99.95% | 99.95% |
18.04.2024 | 0.26% | 7.58 CHF | 7.60 CHF | 74'000 | 74'000 | 36'731 | 36'731 | 281'916 CHF | 282'653 CHF | 99.92% | 99.92% |
17.04.2024 | 0.24% | 8.11 CHF | 8.13 CHF | 74'000 | 74'000 | 34'924 | 34'924 | 290'740 CHF | 291'441 CHF | 99.98% | 99.98% |