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 | 0.12% | 83.30 CHF | 83.40 CHF | 36'100 | 36'100 | 36'100 | 36'100 | 3'029'000 CHF | 3'032'610 CHF | 100.00% | 100.00% |
26.03.2024 | 0.12% | 84.10 CHF | 84.20 CHF | 35'800 | 35'800 | 35'800 | 35'800 | 3'014'920 CHF | 3'018'500 CHF | 98.96% | 98.96% |
25.03.2024 | 0.12% | 83.30 CHF | 83.40 CHF | 35'400 | 35'400 | 35'400 | 35'400 | 2'943'270 CHF | 2'946'810 CHF | 100.00% | 100.00% |
22.03.2024 | 0.12% | 84.00 CHF | 84.10 CHF | 35'200 | 35'200 | 35'200 | 35'200 | 2'976'660 CHF | 2'980'180 CHF | 100.00% | 100.00% |
21.03.2024 | 0.12% | 85.70 CHF | 85.80 CHF | 35'600 | 35'600 | 35'600 | 35'600 | 3'015'380 CHF | 3'018'940 CHF | 99.84% | 99.84% |
20.03.2024 | 0.13% | 79.70 CHF | 79.80 CHF | 36'500 | 36'500 | 36'500 | 36'500 | 2'912'340 CHF | 2'915'990 CHF | 100.00% | 100.00% |
19.03.2024 | 0.13% | 78.00 CHF | 78.10 CHF | 37'100 | 37'100 | 37'100 | 37'100 | 2'867'610 CHF | 2'871'320 CHF | 100.00% | 100.00% |
18.03.2024 | 0.13% | 78.80 CHF | 78.90 CHF | 37'700 | 37'700 | 37'700 | 37'700 | 2'932'640 CHF | 2'936'410 CHF | 99.86% | 99.86% |
15.03.2024 | 0.13% | 75.40 CHF | 75.50 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 2'865'150 CHF | 2'868'850 CHF | 99.98% | 99.98% |
14.03.2024 | 0.13% | 77.40 CHF | 77.50 CHF | 36'700 | 36'700 | 36'700 | 36'700 | 2'891'190 CHF | 2'894'860 CHF | 99.83% | 99.83% |