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 | 0.08% | 12.09 CHF | 12.10 CHF | 300'000 | 300'000 | 299'754 | 299'754 | 3'623'300 CHF | 3'626'300 CHF | 100.00% | 100.00% |
26.03.2024 | 0.08% | 12.05 CHF | 12.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'608'440 CHF | 3'611'440 CHF | 98.10% | 98.10% |
25.03.2024 | 0.08% | 11.92 CHF | 11.93 CHF | 300'000 | 300'000 | 299'546 | 299'546 | 3'566'280 CHF | 3'569'280 CHF | 100.00% | 100.00% |
22.03.2024 | 0.08% | 11.98 CHF | 11.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'608'070 CHF | 3'611'070 CHF | 100.00% | 100.00% |
21.03.2024 | 0.08% | 12.08 CHF | 12.09 CHF | 300'000 | 300'000 | 299'339 | 299'339 | 3'620'250 CHF | 3'623'250 CHF | 99.68% | 99.68% |
20.03.2024 | 0.08% | 11.91 CHF | 11.92 CHF | 300'000 | 300'000 | 299'519 | 299'519 | 3'563'780 CHF | 3'566'780 CHF | 100.00% | 100.00% |
19.03.2024 | 0.08% | 11.81 CHF | 11.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'537'870 CHF | 3'540'870 CHF | 100.00% | 100.00% |
18.03.2024 | 0.08% | 11.93 CHF | 11.94 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'571'830 CHF | 3'574'830 CHF | 99.39% | 99.39% |
15.03.2024 | 0.08% | 12.04 CHF | 12.05 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'632'340 CHF | 3'635'340 CHF | 100.00% | 100.00% |
14.03.2024 | 0.08% | 12.08 CHF | 12.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'648'070 CHF | 3'651'070 CHF | 99.99% | 99.99% |