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 | 0.36% | 2.79 CHF | 2.80 CHF | 55'000 | 55'000 | 54'548 | 54'548 | 152'140 CHF | 152'686 CHF | 99.55% | 99.55% |
29.04.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 54'500 | 54'500 | 54'179 | 54'179 | 150'591 CHF | 151'133 CHF | 99.69% | 99.69% |
26.04.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 55'500 | 55'500 | 55'182 | 55'182 | 149'412 CHF | 149'964 CHF | 99.38% | 99.38% |
25.04.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 55'000 | 55'000 | 54'388 | 54'388 | 151'292 CHF | 151'837 CHF | 98.78% | 98.78% |
24.04.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 54'500 | 54'500 | 53'434 | 53'434 | 155'785 CHF | 156'321 CHF | 99.62% | 99.62% |
23.04.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 53'500 | 53'500 | 52'923 | 52'923 | 157'257 CHF | 157'787 CHF | 99.25% | 99.25% |
22.04.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 53'500 | 53'500 | 53'139 | 53'139 | 155'207 CHF | 155'739 CHF | 99.33% | 99.33% |
19.04.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 54'000 | 54'000 | 53'655 | 53'655 | 149'789 CHF | 150'326 CHF | 98.31% | 98.31% |
18.04.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 54'500 | 54'500 | 53'872 | 53'872 | 149'255 CHF | 149'795 CHF | 99.48% | 99.48% |
17.04.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 54'500 | 54'500 | 52'186 | 52'186 | 153'861 CHF | 154'385 CHF | 97.03% | 97.03% |