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 | 0.36% | 2.83 CHF | 2.84 CHF | 33'000 | 33'000 | 32'836 | 32'836 | 90'911 CHF | 91'240 CHF | 100.00% | 100.00% |
26.03.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 33'000 | 33'000 | 32'864 | 32'864 | 89'443 CHF | 89'772 CHF | 100.00% | 100.00% |
25.03.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 33'000 | 33'000 | 32'813 | 32'813 | 89'375 CHF | 89'703 CHF | 100.00% | 100.00% |
22.03.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 33'000 | 33'000 | 32'864 | 32'864 | 91'380 CHF | 91'709 CHF | 100.00% | 100.00% |
21.03.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 33'000 | 33'000 | 32'787 | 32'787 | 89'776 CHF | 90'105 CHF | 100.00% | 100.00% |
20.03.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 34'000 | 34'000 | 33'807 | 33'807 | 88'253 CHF | 88'592 CHF | 100.00% | 100.00% |
19.03.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 88'446 CHF | 88'785 CHF | 100.00% | 100.00% |
18.03.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 34'000 | 34'000 | 33'641 | 33'641 | 90'499 CHF | 90'836 CHF | 99.12% | 99.12% |
15.03.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 34'000 | 34'000 | 33'544 | 33'544 | 90'999 CHF | 91'334 CHF | 99.99% | 99.99% |
14.03.2024 | 0.35% | 2.64 CHF | 2.65 CHF | 34'000 | 34'000 | 32'796 | 32'796 | 93'237 CHF | 93'565 CHF | 97.11% | 97.11% |