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 | 0.37% | 2.67 CHF | 2.68 CHF | 45'000 | 45'000 | 44'981 | 44'981 | 121'663 CHF | 122'113 CHF | 100.00% | 100.00% |
29.04.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 121'372 CHF | 121'822 CHF | 100.00% | 100.00% |
26.04.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 122'024 CHF | 122'475 CHF | 99.58% | 99.58% |
25.04.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 123'637 CHF | 124'086 CHF | 99.99% | 99.99% |
24.04.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 122'473 CHF | 122'925 CHF | 99.90% | 99.90% |
23.04.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 122'191 CHF | 122'649 CHF | 100.00% | 100.00% |
22.04.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 118'772 CHF | 119'240 CHF | 100.00% | 100.00% |
19.04.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 47'000 | 47'000 | 47'642 | 47'642 | 115'035 CHF | 115'511 CHF | 99.92% | 99.92% |
18.04.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 47'000 | 47'000 | 47'755 | 47'755 | 115'118 CHF | 115'595 CHF | 99.99% | 99.99% |
17.04.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 48'000 | 48'000 | 47'924 | 47'924 | 113'509 CHF | 113'989 CHF | 100.00% | 100.00% |