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 | 0.64% | 1.57 CHF | 1.58 CHF | 51'000 | 51'000 | 50'958 | 50'958 | 79'610 CHF | 80'120 CHF | 100.00% | 100.00% |
26.03.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 51'000 | 51'000 | 51'507 | 51'507 | 78'749 CHF | 79'265 CHF | 100.00% | 100.00% |
25.03.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 52'000 | 52'000 | 51'920 | 51'920 | 77'543 CHF | 78'063 CHF | 100.00% | 100.00% |
22.03.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 79'116 CHF | 79'636 CHF | 100.00% | 100.00% |
21.03.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 52'000 | 52'000 | 51'882 | 51'882 | 77'571 CHF | 78'091 CHF | 100.00% | 100.00% |
20.03.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 52'000 | 52'000 | 52'015 | 52'015 | 77'824 CHF | 78'345 CHF | 100.00% | 100.00% |
19.03.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 52'000 | 52'000 | 52'720 | 52'720 | 78'464 CHF | 78'991 CHF | 100.00% | 100.00% |
18.03.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 52'000 | 52'000 | 52'715 | 52'715 | 78'591 CHF | 79'118 CHF | 100.00% | 100.00% |
15.03.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 52'000 | 52'000 | 52'001 | 52'001 | 80'016 CHF | 80'536 CHF | 100.00% | 100.00% |
14.03.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 53'000 | 53'000 | 52'180 | 52'180 | 79'904 CHF | 80'426 CHF | 99.68% | 99.68% |