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 | 0.16% | 360.00 CHF | 360.20 CHF | 800 | 800 | 493 | 493 | 180'846 CHF | 181'076 CHF | 99.99% | 99.99% |
26.03.2024 | 0.16% | 373.60 CHF | 373.80 CHF | 800 | 800 | 493 | 493 | 185'037 CHF | 185'267 CHF | 99.74% | 99.74% |
25.03.2024 | 0.16% | 375.80 CHF | 376.00 CHF | 700 | 700 | 460 | 460 | 173'001 CHF | 173'225 CHF | 98.65% | 98.65% |
22.03.2024 | 0.15% | 381.00 CHF | 381.20 CHF | 700 | 700 | 459 | 459 | 178'074 CHF | 178'297 CHF | 100.00% | 100.00% |
21.03.2024 | 0.15% | 393.80 CHF | 394.00 CHF | 700 | 700 | 453 | 453 | 175'710 CHF | 175'929 CHF | 99.61% | 99.61% |
20.03.2024 | 0.17% | 364.80 CHF | 365.00 CHF | 800 | 800 | 493 | 493 | 178'619 CHF | 178'849 CHF | 99.58% | 99.58% |
19.03.2024 | 0.17% | 358.40 CHF | 358.60 CHF | 800 | 800 | 533 | 533 | 186'059 CHF | 186'321 CHF | 99.47% | 99.47% |
18.03.2024 | 0.17% | 353.00 CHF | 353.20 CHF | 800 | 800 | 537 | 537 | 185'404 CHF | 185'663 CHF | 96.06% | 96.06% |
15.03.2024 | 0.16% | 335.40 CHF | 335.60 CHF | 800 | 800 | 488 | 488 | 176'284 CHF | 176'510 CHF | 97.45% | 97.45% |
14.03.2024 | 0.17% | 369.80 CHF | 370.00 CHF | 800 | 800 | 528 | 528 | 190'436 CHF | 190'695 CHF | 99.35% | 99.35% |