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 | 0.39% | 5.12 CHF | 5.14 CHF | 25'600 | 25'600 | 25'600 | 25'600 | 131'080 CHF | 131'592 CHF | 100.00% | 100.00% |
26.03.2024 | 0.57% | 5.07 CHF | 5.10 CHF | 25'300 | 25'300 | 25'300 | 25'300 | 132'508 CHF | 133'267 CHF | 99.99% | 99.99% |
25.03.2024 | 0.40% | 5.12 CHF | 5.14 CHF | 26'300 | 26'300 | 26'300 | 26'300 | 132'447 CHF | 132'973 CHF | 100.00% | 100.00% |
22.03.2024 | 0.40% | 4.90 CHF | 4.92 CHF | 26'100 | 26'100 | 26'100 | 26'100 | 131'048 CHF | 131'570 CHF | 99.79% | 99.79% |
21.03.2024 | 0.40% | 4.95 CHF | 4.97 CHF | 27'800 | 27'800 | 27'800 | 27'800 | 137'309 CHF | 137'865 CHF | 99.76% | 99.76% |
20.03.2024 | 0.43% | 4.58 CHF | 4.60 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 124'097 CHF | 124'637 CHF | 100.00% | 100.00% |
19.03.2024 | 0.41% | 4.76 CHF | 4.78 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 126'538 CHF | 127'058 CHF | 99.63% | 99.63% |
18.03.2024 | 0.40% | 4.99 CHF | 5.01 CHF | 25'600 | 25'600 | 25'600 | 25'600 | 127'223 CHF | 127'735 CHF | 99.74% | 99.74% |
15.03.2024 | 0.39% | 5.06 CHF | 5.08 CHF | 26'600 | 26'600 | 26'600 | 26'600 | 135'122 CHF | 135'654 CHF | 99.99% | 99.99% |
14.03.2024 | 0.41% | 4.84 CHF | 4.86 CHF | 26'500 | 26'500 | 26'500 | 26'500 | 130'152 CHF | 130'682 CHF | 100.00% | 100.00% |