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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.03.2024 | 0.34% | 14.80 CHF | 14.85 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 443'553 CHF | 445'053 CHF | 100.00% | 100.00% |
26.03.2024 | 0.34% | 14.75 CHF | 14.80 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 441'743 CHF | 443'243 CHF | 100.00% | 100.00% |
25.03.2024 | 0.34% | 14.60 CHF | 14.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 437'886 CHF | 439'386 CHF | 100.00% | 100.00% |
22.03.2024 | 0.34% | 14.65 CHF | 14.70 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 441'369 CHF | 442'869 CHF | 100.00% | 100.00% |
21.03.2024 | 0.34% | 14.75 CHF | 14.80 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 443'321 CHF | 444'821 CHF | 94.31% | 94.31% |
20.03.2024 | 0.34% | 14.60 CHF | 14.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 437'461 CHF | 438'961 CHF | 99.36% | 99.36% |
19.03.2024 | 0.34% | 14.50 CHF | 14.55 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 434'364 CHF | 435'864 CHF | 98.12% | 98.12% |
18.03.2024 | 0.34% | 14.60 CHF | 14.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 437'879 CHF | 439'379 CHF | 100.00% | 100.00% |
15.03.2024 | 0.34% | 14.70 CHF | 14.75 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 443'527 CHF | 445'027 CHF | 99.33% | 99.33% |
14.03.2024 | 0.34% | 14.75 CHF | 14.80 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 440'793 CHF | 442'281 CHF | 99.83% | 99.83% |