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 | 0.40% | 2.50 CHF | 2.51 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 110'957 CHF | 111'406 CHF | 99.98% | 99.98% |
24.04.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 109'767 CHF | 110'219 CHF | 99.90% | 99.90% |
23.04.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 109'344 CHF | 109'803 CHF | 100.00% | 100.00% |
22.04.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 105'725 CHF | 106'192 CHF | 100.00% | 100.00% |
19.04.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 47'000 | 47'000 | 47'641 | 47'641 | 101'751 CHF | 102'227 CHF | 99.93% | 99.93% |
18.04.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 47'000 | 47'000 | 47'755 | 47'755 | 101'772 CHF | 102'250 CHF | 99.99% | 99.99% |
17.04.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 48'000 | 48'000 | 47'924 | 47'924 | 100'124 CHF | 100'604 CHF | 100.00% | 100.00% |
16.04.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 49'000 | 49'000 | 47'956 | 47'956 | 99'037 CHF | 99'517 CHF | 99.40% | 99.40% |
15.04.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 47'000 | 47'000 | 46'733 | 46'733 | 104'821 CHF | 105'288 CHF | 99.78% | 99.78% |
12.04.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 47'000 | 47'000 | 46'870 | 46'870 | 104'570 CHF | 105'038 CHF | 99.39% | 99.39% |