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 | 0.42% | 2.38 CHF | 2.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 237'363 CHF | 238'363 CHF | 100.00% | 100.00% |
26.03.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'928 CHF | 234'928 CHF | 100.00% | 100.00% |
25.03.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 234'944 CHF | 235'944 CHF | 99.83% | 99.83% |
22.03.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 236'130 CHF | 237'130 CHF | 100.00% | 100.00% |
21.03.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 228'367 CHF | 229'367 CHF | 96.59% | 96.59% |
20.03.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 231'634 CHF | 232'634 CHF | 100.00% | 100.00% |
19.03.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 230'501 CHF | 231'501 CHF | 100.00% | 100.00% |
18.03.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 225'705 CHF | 226'705 CHF | 100.00% | 100.00% |
15.03.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 225'990 CHF | 226'990 CHF | 98.10% | 98.10% |
14.03.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 222'315 CHF | 223'315 CHF | 99.20% | 99.20% |