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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.23% | 9.08 CHF | 9.10 CHF | 67'000 | 67'000 | 33'415 | 33'415 | 304'202 CHF | 304'872 CHF | 98.72% | 98.72% |
23.04.2024 | 0.31% | 6.76 CHF | 6.78 CHF | 74'000 | 74'000 | 38'494 | 38'494 | 251'414 CHF | 252'186 CHF | 99.98% | 99.98% |
22.04.2024 | 0.32% | 6.09 CHF | 6.11 CHF | 80'000 | 80'000 | 39'029 | 39'029 | 248'109 CHF | 248'892 CHF | 99.99% | 99.99% |
19.04.2024 | 0.29% | 7.42 CHF | 7.44 CHF | 74'000 | 74'000 | 36'689 | 36'689 | 264'700 CHF | 265'436 CHF | 99.94% | 99.94% |
18.04.2024 | 0.26% | 7.67 CHF | 7.69 CHF | 74'000 | 74'000 | 36'724 | 36'724 | 285'180 CHF | 285'916 CHF | 99.93% | 99.93% |
17.04.2024 | 0.24% | 8.20 CHF | 8.22 CHF | 74'000 | 74'000 | 34'917 | 34'917 | 293'611 CHF | 294'311 CHF | 99.98% | 99.98% |
16.04.2024 | 0.24% | 8.40 CHF | 8.42 CHF | 67'000 | 67'000 | 34'457 | 34'457 | 291'680 CHF | 292'372 CHF | 99.97% | 99.97% |
15.04.2024 | 0.20% | 9.61 CHF | 9.63 CHF | 66'000 | 66'000 | 32'970 | 32'970 | 328'674 CHF | 329'336 CHF | 99.53% | 99.53% |
12.04.2024 | 0.19% | 10.48 CHF | 10.50 CHF | 64'000 | 64'000 | 31'723 | 31'723 | 335'944 CHF | 336'581 CHF | 99.97% | 99.97% |
11.04.2024 | 0.20% | 10.23 CHF | 10.25 CHF | 65'000 | 65'000 | 32'544 | 32'544 | 335'852 CHF | 336'505 CHF | 99.95% | 99.95% |