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 | 0.60% | 15.75 CHF | 15.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 238'056 CHF | 239'491 CHF | 100.00% | 100.00% |
26.03.2024 | 0.60% | 15.94 CHF | 16.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 239'015 CHF | 240'455 CHF | 100.00% | 100.00% |
25.03.2024 | 0.60% | 15.93 CHF | 16.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 238'938 CHF | 240'377 CHF | 100.00% | 100.00% |
22.03.2024 | 0.60% | 15.93 CHF | 16.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 239'332 CHF | 240'772 CHF | 100.00% | 100.00% |
21.03.2024 | 0.60% | 16.04 CHF | 16.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 239'055 CHF | 240'496 CHF | 99.84% | 99.84% |
20.03.2024 | 0.60% | 15.45 CHF | 15.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 231'921 CHF | 233'316 CHF | 100.00% | 100.00% |
19.03.2024 | 0.60% | 15.37 CHF | 15.47 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 230'837 CHF | 232'226 CHF | 100.00% | 100.00% |
18.03.2024 | 0.60% | 15.57 CHF | 15.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 232'573 CHF | 233'972 CHF | 100.00% | 100.00% |
15.03.2024 | 0.60% | 15.28 CHF | 15.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 230'594 CHF | 231'984 CHF | 100.00% | 100.00% |
14.03.2024 | 0.60% | 15.42 CHF | 15.51 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 231'978 CHF | 233'373 CHF | 100.00% | 100.00% |