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 | 0.31% | 3.21 CHF | 3.22 CHF | 140'000 | 140'000 | 75'607 | 75'607 | 249'250 CHF | 250'007 CHF | 99.90% | 99.90% |
24.04.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 135'000 | 135'000 | 74'508 | 74'508 | 262'319 CHF | 263'066 CHF | 100.00% | 100.00% |
23.04.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 135'000 | 135'000 | 74'546 | 74'546 | 254'180 CHF | 254'927 CHF | 100.00% | 100.00% |
22.04.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 140'000 | 140'000 | 75'205 | 75'205 | 250'583 CHF | 251'337 CHF | 100.00% | 100.00% |
19.04.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 135'000 | 135'000 | 74'582 | 74'582 | 251'763 CHF | 252'510 CHF | 99.99% | 99.99% |
18.04.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 135'000 | 135'000 | 74'547 | 74'547 | 264'077 CHF | 264'824 CHF | 99.99% | 99.99% |
17.04.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 130'000 | 130'000 | 71'566 | 71'566 | 260'396 CHF | 261'114 CHF | 100.00% | 100.00% |
16.04.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 130'000 | 130'000 | 71'761 | 71'761 | 259'727 CHF | 260'447 CHF | 99.83% | 99.83% |
15.04.2024 | 0.47% | 3.76 CHF | 3.77 CHF | 130'000 | 130'000 | 71'685 | 71'685 | 272'089 CHF | 273'240 CHF | 99.80% | 99.80% |
12.04.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 130'000 | 130'000 | 71'539 | 71'539 | 272'526 CHF | 273'243 CHF | 99.80% | 99.80% |