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 | 0.28% | 3.40 CHF | 3.41 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 220'618 CHF | 221'238 CHF | 100.00% | 100.00% |
24.04.2024 | 0.24% | 3.98 CHF | 3.99 CHF | 52'400 | 52'400 | 52'388 | 52'388 | 217'947 CHF | 218'471 CHF | 99.94% | 99.94% |
23.04.2024 | 0.27% | 3.89 CHF | 3.90 CHF | 61'000 | 61'000 | 60'994 | 60'994 | 227'371 CHF | 227'981 CHF | 100.00% | 100.00% |
22.04.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 62'300 | 62'300 | 62'300 | 62'300 | 222'922 CHF | 223'545 CHF | 100.00% | 100.00% |
19.04.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 66'600 | 66'600 | 66'600 | 66'600 | 235'116 CHF | 235'782 CHF | 100.00% | 100.00% |
18.04.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 53'900 | 53'900 | 53'900 | 53'900 | 223'640 CHF | 224'179 CHF | 99.98% | 99.98% |
17.04.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 55'000 | 55'000 | 54'909 | 54'909 | 230'170 CHF | 230'720 CHF | 99.99% | 99.99% |
16.04.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 49'900 | 49'900 | 49'899 | 49'899 | 229'694 CHF | 230'193 CHF | 99.85% | 99.85% |
15.04.2024 | 0.29% | 5.36 CHF | 5.37 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 238'048 CHF | 238'739 CHF | 99.82% | 99.82% |
12.04.2024 | 0.18% | 5.15 CHF | 5.16 CHF | 40'700 | 40'700 | 40'700 | 40'700 | 226'295 CHF | 226'702 CHF | 100.00% | 100.00% |