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 | 1.13% | 0.89 CHF | 0.90 CHF | 570'000 | 570'000 | 596'159 | 596'159 | 523'733 CHF | 529'694 CHF | 100.00% | 100.00% |
26.03.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 599'400 | 599'400 | 605'327 | 605'327 | 525'088 CHF | 531'141 CHF | 100.00% | 100.00% |
25.03.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 606'100 | 606'100 | 615'096 | 615'096 | 500'440 CHF | 506'591 CHF | 99.64% | 99.64% |
22.03.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 616'200 | 616'200 | 617'908 | 617'908 | 500'190 CHF | 506'369 CHF | 100.00% | 100.00% |
21.03.2024 | 1.11% | 0.83 CHF | 0.84 CHF | 618'100 | 618'100 | 648'420 | 648'420 | 583'438 CHF | 589'922 CHF | 100.00% | 100.00% |
20.03.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 650'700 | 650'700 | 656'070 | 656'070 | 494'810 CHF | 501'371 CHF | 100.00% | 100.00% |
19.03.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 656'600 | 656'600 | 647'935 | 647'935 | 484'014 CHF | 490'493 CHF | 100.00% | 100.00% |
18.03.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 646'800 | 646'800 | 631'497 | 631'497 | 479'334 CHF | 485'649 CHF | 100.00% | 100.00% |
15.03.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 629'600 | 629'600 | 634'922 | 634'922 | 498'743 CHF | 505'092 CHF | 100.00% | 100.00% |
14.03.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 635'600 | 635'600 | 616'800 | 616'800 | 485'838 CHF | 492'006 CHF | 99.99% | 99.99% |