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 | 0.42% | 27.77 CHF | 27.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 565'047 CHF | 567'447 CHF | 100.00% | 100.00% |
24.04.2024 | 0.41% | 29.88 CHF | 30.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 473'508 CHF | 475'458 CHF | 100.00% | 100.00% |
23.04.2024 | 0.40% | 30.79 CHF | 30.91 CHF | 20'000 | 20'000 | 19'908 | 19'908 | 589'426 CHF | 591'740 CHF | 100.00% | 100.00% |
22.04.2024 | 0.41% | 27.30 CHF | 27.41 CHF | 20'000 | 20'000 | 19'955 | 19'955 | 543'192 CHF | 545'390 CHF | 100.00% | 100.00% |
19.04.2024 | 0.42% | 26.43 CHF | 26.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 519'776 CHF | 521'976 CHF | 100.00% | 100.00% |
18.04.2024 | 0.41% | 27.20 CHF | 27.31 CHF | 20'000 | 20'000 | 19'911 | 19'911 | 535'850 CHF | 538'045 CHF | 100.00% | 100.00% |
17.04.2024 | 0.40% | 26.71 CHF | 26.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 550'682 CHF | 552'882 CHF | 100.00% | 100.00% |
16.04.2024 | 0.45% | 26.00 CHF | 26.12 CHF | 20'000 | 20'000 | 19'959 | 19'959 | 529'502 CHF | 531'900 CHF | 100.00% | 100.00% |
15.04.2024 | 0.39% | 29.34 CHF | 29.46 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 608'681 CHF | 611'081 CHF | 100.00% | 100.00% |
12.04.2024 | 0.40% | 27.52 CHF | 27.64 CHF | 20'000 | 20'000 | 19'948 | 19'948 | 599'663 CHF | 602'060 CHF | 100.00% | 100.00% |