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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.19% | 10.30 CHF | 10.32 CHF | 60'000 | 60'000 | 29'479 | 29'479 | 322'234 CHF | 322'825 CHF | 96.72% | 96.72% |
29.04.2024 | 0.20% | 11.19 CHF | 11.21 CHF | 58'000 | 58'000 | 31'503 | 31'503 | 329'521 CHF | 330'152 CHF | 83.73% | 83.73% |
26.04.2024 | 0.24% | 8.43 CHF | 8.45 CHF | 64'000 | 64'000 | 32'108 | 32'108 | 269'650 CHF | 270'295 CHF | 99.47% | 99.47% |
25.04.2024 | 0.28% | 7.87 CHF | 7.89 CHF | 66'000 | 66'000 | 33'310 | 33'310 | 245'435 CHF | 246'103 CHF | 99.74% | 99.74% |
24.04.2024 | 0.28% | 7.22 CHF | 7.24 CHF | 67'000 | 67'000 | 33'422 | 33'422 | 242'233 CHF | 242'903 CHF | 98.72% | 98.72% |
23.04.2024 | - | 4.89 CHF | - CHF | 74'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
22.04.2024 | - | 4.22 CHF | - CHF | 80'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.04.2024 | 0.39% | 5.56 CHF | 5.58 CHF | 74'000 | 74'000 | 36'699 | 36'699 | 196'626 CHF | 197'363 CHF | 99.98% | 99.98% |
18.04.2024 | 0.34% | 5.81 CHF | 5.83 CHF | 74'000 | 74'000 | 36'726 | 36'726 | 217'031 CHF | 217'767 CHF | 99.94% | 99.94% |
17.04.2024 | 0.31% | 6.34 CHF | 6.36 CHF | 74'000 | 74'000 | 34'916 | 34'916 | 228'859 CHF | 229'560 CHF | 99.98% | 99.98% |