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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.31% | 3.10 CHF | 3.11 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 144'350 CHF | 144'801 CHF | 99.59% | 99.59% |
25.04.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 145'910 CHF | 146'359 CHF | 99.99% | 99.99% |
24.04.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 144'876 CHF | 145'328 CHF | 99.90% | 99.90% |
23.04.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 144'800 CHF | 145'259 CHF | 100.00% | 100.00% |
22.04.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 141'712 CHF | 142'179 CHF | 100.00% | 100.00% |
19.04.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 47'000 | 47'000 | 47'641 | 47'641 | 138'422 CHF | 138'898 CHF | 99.93% | 99.93% |
18.04.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 47'000 | 47'000 | 47'754 | 47'754 | 138'571 CHF | 139'048 CHF | 99.99% | 99.99% |
17.04.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 48'000 | 48'000 | 47'928 | 47'928 | 137'028 CHF | 137'508 CHF | 100.00% | 100.00% |
16.04.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 49'000 | 49'000 | 47'962 | 47'962 | 135'997 CHF | 136'477 CHF | 99.39% | 99.39% |
15.04.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 47'000 | 47'000 | 46'733 | 46'733 | 140'864 CHF | 141'331 CHF | 99.76% | 99.76% |