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 | 0.79% | 155.34 CHF | 156.57 CHF | 1'970 | 2'000 | 1'996 | 1'997 | 309'791 CHF | 312'402 CHF | 100.00% | 100.00% |
26.03.2024 | 0.79% | 155.06 CHF | 156.29 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 310'088 CHF | 312'547 CHF | 100.00% | 100.00% |
25.03.2024 | 0.79% | 154.54 CHF | 155.76 CHF | 1'815 | 2'000 | 1'973 | 2'000 | 305'090 CHF | 311'708 CHF | 100.00% | 100.00% |
22.03.2024 | 0.79% | 155.40 CHF | 156.63 CHF | 2'000 | 2'000 | 2'000 | 1'988 | 311'116 CHF | 311'633 CHF | 100.00% | 100.00% |
21.03.2024 | 0.79% | 156.16 CHF | 157.40 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 312'437 CHF | 314'915 CHF | 100.00% | 100.00% |
20.03.2024 | 0.79% | 155.39 CHF | 156.62 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 310'672 CHF | 313'136 CHF | 100.00% | 100.00% |
19.03.2024 | 0.79% | 154.93 CHF | 156.16 CHF | 2'000 | 2'000 | 2'000 | 1'830 | 309'101 CHF | 285'031 CHF | 100.00% | 100.00% |
18.03.2024 | 0.79% | 155.22 CHF | 156.45 CHF | 1'565 | 2'000 | 1'877 | 2'000 | 291'085 CHF | 312'554 CHF | 100.00% | 100.00% |
15.03.2024 | 0.79% | 156.14 CHF | 157.37 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 312'787 CHF | 315'268 CHF | 100.00% | 100.00% |
14.03.2024 | 0.79% | 156.40 CHF | 157.64 CHF | 1'905 | 1'680 | 1'936 | 1'759 | 303'697 CHF | 278'074 CHF | 100.00% | 100.00% |