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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.25% | 8.11 CHF | 8.13 CHF | 74'000 | 74'000 | 36'727 | 36'727 | 301'341 CHF | 302'077 CHF | 99.95% | 99.95% |
17.04.2024 | 0.23% | 8.64 CHF | 8.66 CHF | 74'000 | 74'000 | 34'926 | 34'926 | 309'063 CHF | 309'764 CHF | 99.98% | 99.98% |
16.04.2024 | 0.23% | 8.84 CHF | 8.86 CHF | 67'000 | 67'000 | 34'461 | 34'461 | 306'910 CHF | 307'602 CHF | 99.98% | 99.98% |
15.04.2024 | 0.19% | 10.05 CHF | 10.07 CHF | 66'000 | 66'000 | 32'965 | 32'965 | 343'168 CHF | 343'829 CHF | 99.51% | 99.51% |
12.04.2024 | 0.19% | 10.92 CHF | 10.94 CHF | 64'000 | 64'000 | 31'724 | 31'724 | 349'884 CHF | 350'520 CHF | 99.98% | 99.98% |
11.04.2024 | 0.19% | 10.67 CHF | 10.69 CHF | 65'000 | 65'000 | 32'538 | 32'538 | 350'120 CHF | 350'773 CHF | 99.93% | 99.93% |
10.04.2024 | 0.18% | 10.97 CHF | 10.99 CHF | 64'000 | 64'000 | 31'414 | 31'414 | 354'443 CHF | 355'073 CHF | 99.93% | 99.93% |
09.04.2024 | 0.19% | 11.38 CHF | 11.40 CHF | 63'000 | 63'000 | 32'102 | 32'102 | 357'811 CHF | 358'455 CHF | 99.97% | 99.97% |
08.04.2024 | 0.19% | 11.13 CHF | 11.15 CHF | 64'000 | 64'000 | 32'611 | 32'611 | 348'912 CHF | 349'566 CHF | 99.87% | 99.87% |
05.04.2024 | 0.19% | 9.70 CHF | 9.72 CHF | 67'000 | 67'000 | 32'868 | 32'868 | 350'384 CHF | 351'044 CHF | 99.85% | 99.85% |