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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 101'471 CHF | 101'921 CHF | 100.00% | 100.00% |
26.04.2024 | 0.44% | 2.17 CHF | 2.18 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 102'053 CHF | 102'504 CHF | 99.59% | 99.59% |
25.04.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 103'768 CHF | 104'217 CHF | 99.99% | 99.99% |
24.04.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 102'542 CHF | 102'994 CHF | 99.91% | 99.91% |
23.04.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 102'042 CHF | 102'500 CHF | 100.00% | 100.00% |
22.04.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 98'288 CHF | 98'756 CHF | 100.00% | 100.00% |
19.04.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 47'000 | 47'000 | 47'642 | 47'642 | 94'166 CHF | 94'643 CHF | 99.94% | 99.94% |
18.04.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 47'000 | 47'000 | 47'754 | 47'754 | 94'150 CHF | 94'627 CHF | 99.98% | 99.98% |
17.04.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 48'000 | 48'000 | 47'927 | 47'927 | 92'478 CHF | 92'958 CHF | 100.00% | 100.00% |
16.04.2024 | 0.52% | 1.84 CHF | 1.85 CHF | 49'000 | 49'000 | 47'958 | 47'958 | 91'375 CHF | 91'855 CHF | 99.40% | 99.40% |