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 | 1.73% | 0.58 CHF | 0.59 CHF | 1'289'000 | 1'289'000 | 1'289'000 | 1'289'000 | 739'957 CHF | 752'847 CHF | 100.00% | 100.00% |
26.03.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 1'331'300 | 1'331'300 | 1'331'300 | 1'331'300 | 744'014 CHF | 757'327 CHF | 98.02% | 98.02% |
25.03.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 1'327'800 | 1'327'800 | 1'327'800 | 1'327'800 | 703'346 CHF | 716'624 CHF | 100.00% | 100.00% |
22.03.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 1'274'100 | 1'274'100 | 1'274'100 | 1'274'100 | 712'253 CHF | 724'994 CHF | 100.00% | 100.00% |
21.03.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 1'356'700 | 1'356'700 | 1'356'700 | 1'356'700 | 780'883 CHF | 794'450 CHF | 99.67% | 99.67% |
20.03.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 1'398'800 | 1'398'800 | 1'398'800 | 1'398'800 | 740'348 CHF | 754'336 CHF | 100.00% | 100.00% |
19.03.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 1'348'100 | 1'348'100 | 1'348'100 | 1'348'100 | 682'859 CHF | 696'340 CHF | 100.00% | 100.00% |
18.03.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 1'291'000 | 1'291'000 | 1'291'000 | 1'290'710 | 686'516 CHF | 699'267 CHF | 99.39% | 99.39% |
15.03.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 1'245'900 | 1'245'900 | 1'245'900 | 1'245'900 | 725'358 CHF | 737'817 CHF | 100.00% | 100.00% |
14.03.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 1'224'500 | 1'224'500 | 1'224'500 | 1'224'500 | 729'272 CHF | 741'517 CHF | 100.00% | 100.00% |