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 | 0.29% | 3.40 CHF | 3.41 CHF | 75'000 | 75'000 | 74'994 | 75'000 | 255'200 CHF | 255'971 CHF | 99.87% | 99.87% |
24.04.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 75'000 | 75'000 | 74'983 | 74'983 | 266'905 CHF | 267'655 CHF | 99.99% | 99.99% |
23.04.2024 | 0.27% | 3.56 CHF | 3.57 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 282'067 CHF | 282'817 CHF | 99.98% | 99.98% |
22.04.2024 | 0.32% | 3.47 CHF | 3.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 238'013 CHF | 238'765 CHF | 100.00% | 100.00% |
19.04.2024 | 0.40% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'941 CHF | 187'690 CHF | 99.98% | 99.98% |
18.04.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'966 CHF | 180'716 CHF | 99.92% | 99.92% |
17.04.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 74'849 | 74'849 | 174'765 CHF | 175'515 CHF | 98.85% | 98.85% |
16.04.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 74'840 | 74'840 | 190'378 CHF | 191'128 CHF | 99.96% | 99.96% |
15.04.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 181'939 CHF | 182'689 CHF | 99.99% | 99.99% |
12.04.2024 | 0.59% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'480 CHF | 129'231 CHF | 99.98% | 99.98% |