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 | 0.19% | 5.32 CHF | 5.33 CHF | 330'000 | 330'000 | 165'913 | 165'913 | 898'890 CHF | 900'554 CHF | 99.85% | 99.85% |
24.04.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 334'000 | 334'000 | 166'069 | 166'069 | 903'493 CHF | 905'158 CHF | 98.95% | 98.95% |
23.04.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 367'000 | 367'000 | 191'890 | 191'890 | 1'137'780 CHF | 1'139'700 CHF | 100.00% | 100.00% |
22.04.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 400'000 | 400'000 | 195'031 | 195'031 | 1'163'850 CHF | 1'165'800 CHF | 99.99% | 99.99% |
19.04.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 367'000 | 367'000 | 182'602 | 182'602 | 1'054'440 CHF | 1'056'270 CHF | 99.97% | 99.97% |
18.04.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 367'000 | 367'000 | 182'815 | 182'815 | 1'037'930 CHF | 1'039'760 CHF | 99.99% | 99.99% |
17.04.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 367'000 | 367'000 | 173'290 | 173'290 | 963'739 CHF | 965'477 CHF | 100.00% | 100.00% |
16.04.2024 | 0.19% | 5.57 CHF | 5.58 CHF | 334'000 | 334'000 | 171'143 | 171'143 | 951'744 CHF | 953'462 CHF | 100.00% | 100.00% |
15.04.2024 | 0.20% | 5.34 CHF | 5.35 CHF | 330'000 | 330'000 | 162'368 | 162'368 | 855'634 CHF | 857'263 CHF | 99.63% | 99.63% |
12.04.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 320'000 | 320'000 | 158'092 | 158'092 | 811'693 CHF | 813'279 CHF | 99.98% | 99.98% |