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 | 0.25% | 8.85 CHF | 8.87 CHF | 66'000 | 66'000 | 33'329 | 33'329 | 278'267 CHF | 278'936 CHF | 99.80% | 99.80% |
24.04.2024 | 0.25% | 8.20 CHF | 8.22 CHF | 67'000 | 67'000 | 33'413 | 33'413 | 274'931 CHF | 275'601 CHF | 98.70% | 98.70% |
23.04.2024 | 0.36% | 5.88 CHF | 5.90 CHF | 74'000 | 74'000 | 38'483 | 38'483 | 217'798 CHF | 218'570 CHF | 99.95% | 99.99% |
22.04.2024 | 0.37% | 5.22 CHF | 5.24 CHF | 80'000 | 80'000 | 39'040 | 39'040 | 214'126 CHF | 214'909 CHF | 100.00% | 100.00% |
19.04.2024 | 0.33% | 6.55 CHF | 6.57 CHF | 74'000 | 74'000 | 36'690 | 36'690 | 232'862 CHF | 233'598 CHF | 99.95% | 99.95% |
18.04.2024 | 0.29% | 6.80 CHF | 6.82 CHF | 74'000 | 74'000 | 36'729 | 36'729 | 253'225 CHF | 253'961 CHF | 99.95% | 99.95% |
17.04.2024 | 0.27% | 7.33 CHF | 7.35 CHF | 74'000 | 74'000 | 34'924 | 34'924 | 263'256 CHF | 263'956 CHF | 99.98% | 99.98% |
16.04.2024 | 0.27% | 7.52 CHF | 7.54 CHF | 67'000 | 67'000 | 34'458 | 34'458 | 261'631 CHF | 262'323 CHF | 99.98% | 99.98% |
15.04.2024 | 0.22% | 8.73 CHF | 8.75 CHF | 66'000 | 66'000 | 32'965 | 32'965 | 299'851 CHF | 300'513 CHF | 99.51% | 99.51% |
12.04.2024 | 0.21% | 9.61 CHF | 9.63 CHF | 64'000 | 64'000 | 31'726 | 31'726 | 308'329 CHF | 308'966 CHF | 99.99% | 99.99% |