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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.22% | 14.76 CHF | 14.77 CHF | 33'000 | 33'000 | 17'650 | 17'650 | 266'983 CHF | 267'476 CHF | 99.56% | 99.56% |
26.04.2024 | 0.39% | 15.46 CHF | 15.47 CHF | 32'000 | 32'000 | 12'470 | 12'470 | 196'112 CHF | 196'606 CHF | 97.89% | 97.89% |
25.04.2024 | 0.17% | 12.55 CHF | 12.56 CHF | 35'000 | 35'000 | 19'358 | 19'358 | 239'127 CHF | 239'474 CHF | 99.12% | 99.12% |
24.04.2024 | 0.24% | 13.05 CHF | 13.06 CHF | 35'000 | 35'000 | 19'200 | 19'200 | 250'949 CHF | 251'449 CHF | 99.93% | 99.93% |
23.04.2024 | 0.24% | 13.05 CHF | 13.06 CHF | 35'000 | 35'000 | 19'409 | 19'409 | 249'087 CHF | 249'591 CHF | 99.97% | 99.97% |
22.04.2024 | 0.38% | 12.33 CHF | 12.34 CHF | 35'000 | 35'000 | 19'375 | 19'375 | 240'985 CHF | 241'725 CHF | 99.99% | 99.99% |
19.04.2024 | 0.38% | 12.41 CHF | 12.42 CHF | 35'000 | 35'000 | 19'779 | 19'779 | 245'027 CHF | 245'787 CHF | 99.75% | 99.75% |
18.04.2024 | 0.37% | 12.69 CHF | 12.70 CHF | 35'000 | 35'000 | 19'410 | 19'410 | 243'660 CHF | 244'400 CHF | 99.95% | 99.95% |
17.04.2024 | 0.38% | 12.74 CHF | 12.75 CHF | 35'000 | 35'000 | 19'384 | 19'384 | 243'164 CHF | 243'903 CHF | 99.98% | 99.98% |
16.04.2024 | 0.38% | 12.40 CHF | 12.41 CHF | 35'000 | 35'000 | 19'429 | 19'429 | 240'308 CHF | 241'046 CHF | 99.33% | 99.33% |