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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.30% | 3.19 CHF | 3.20 CHF | 30'000 | 30'000 | 22'183 | 18'274 | 74'512 CHF | 61'432 CHF | 99.08% | 99.08% |
17.04.2024 | 0.30% | 3.47 CHF | 3.48 CHF | 30'000 | 30'000 | 22'210 | 18'315 | 74'092 CHF | 61'332 CHF | 99.91% | 99.91% |
16.04.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 30'000 | 30'000 | 21'936 | 17'904 | 74'772 CHF | 61'198 CHF | 92.15% | 92.15% |
15.04.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 30'000 | 30'000 | 22'218 | 18'328 | 68'929 CHF | 57'008 CHF | 99.21% | 99.21% |
12.04.2024 | 0.34% | 3.17 CHF | 3.18 CHF | 30'000 | 30'000 | 22'173 | 18'260 | 64'917 CHF | 53'925 CHF | 99.31% | 99.31% |
11.04.2024 | 0.35% | 3.02 CHF | 3.03 CHF | 30'000 | 30'000 | 22'311 | 18'466 | 64'663 CHF | 53'811 CHF | 95.41% | 95.41% |
10.04.2024 | 0.43% | 2.84 CHF | 2.85 CHF | 30'000 | 30'000 | 28'149 | 16'790 | 69'138 CHF | 42'405 CHF | 88.83% | 88.83% |
09.04.2024 | 0.41% | 2.62 CHF | 2.63 CHF | 30'000 | 30'000 | 30'000 | 18'297 | 72'221 CHF | 44'510 CHF | 99.86% | 99.86% |
08.04.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 30'000 | 30'000 | 30'000 | 18'324 | 71'167 CHF | 43'557 CHF | 99.21% | 99.21% |
05.04.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 30'000 | 30'000 | 22'307 | 18'461 | 57'571 CHF | 47'765 CHF | 95.61% | 95.61% |