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 | 2.69% | 0.45 CHF | 0.46 CHF | 563'000 | 563'000 | 494'387 | 492'701 | 227'119 CHF | 231'316 CHF | 99.99% | 99.99% |
26.03.2024 | 2.58% | 0.47 CHF | 0.48 CHF | 563'000 | 563'000 | 494'859 | 493'173 | 236'812 CHF | 240'975 CHF | 100.00% | 100.00% |
25.03.2024 | 2.50% | 0.50 CHF | 0.51 CHF | 563'000 | 563'000 | 493'799 | 492'108 | 246'125 CHF | 250'267 CHF | 99.66% | 99.66% |
22.03.2024 | 2.55% | 0.48 CHF | 0.49 CHF | 563'000 | 563'000 | 494'945 | 493'259 | 240'683 CHF | 244'847 CHF | 100.00% | 100.00% |
21.03.2024 | 2.51% | 0.50 CHF | 0.51 CHF | 563'000 | 563'000 | 493'703 | 492'018 | 241'733 CHF | 245'846 CHF | 100.00% | 100.00% |
20.03.2024 | 2.44% | 0.51 CHF | 0.52 CHF | 563'000 | 563'000 | 494'073 | 492'388 | 252'689 CHF | 256'819 CHF | 100.00% | 100.00% |
19.03.2024 | 2.36% | 0.52 CHF | 0.53 CHF | 563'000 | 563'000 | 495'011 | 493'325 | 261'505 CHF | 265'619 CHF | 100.00% | 100.00% |
18.03.2024 | 2.46% | 0.51 CHF | 0.52 CHF | 563'000 | 563'000 | 494'869 | 493'184 | 248'738 CHF | 252'868 CHF | 100.00% | 100.00% |
15.03.2024 | 2.46% | 0.51 CHF | 0.52 CHF | 563'000 | 563'000 | 494'952 | 493'266 | 250'494 CHF | 254'640 CHF | 99.99% | 99.99% |
14.03.2024 | 2.44% | 0.52 CHF | 0.53 CHF | 563'000 | 563'000 | 494'790 | 493'099 | 252'682 CHF | 256'808 CHF | 99.67% | 99.67% |