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 | 1.00% | 51.36 CHF | 51.88 CHF | 3'750 | 5'000 | 3'751 | 5'000 | 196'041 CHF | 263'953 CHF | 100.00% | 100.00% |
26.03.2024 | 1.00% | 53.26 CHF | 53.80 CHF | 1'117 | 5'000 | 3'404 | 5'000 | 184'395 CHF | 272'466 CHF | 100.00% | 100.00% |
25.03.2024 | 1.00% | 53.92 CHF | 54.46 CHF | 4'970 | 5'000 | 4'970 | 5'000 | 263'358 CHF | 267'610 CHF | 100.00% | 100.00% |
22.03.2024 | 1.00% | 50.96 CHF | 51.47 CHF | 5'000 | 4'890 | 5'000 | 4'924 | 259'465 CHF | 258'143 CHF | 100.00% | 100.00% |
21.03.2024 | 1.00% | 53.09 CHF | 53.62 CHF | 5'000 | 3'000 | 5'000 | 3'085 | 258'658 CHF | 161'070 CHF | 100.00% | 100.00% |
20.03.2024 | 1.00% | 48.68 CHF | 49.17 CHF | 5'000 | 4'960 | 5'000 | 4'999 | 246'648 CHF | 249'080 CHF | 100.00% | 100.00% |
19.03.2024 | 1.00% | 50.07 CHF | 50.57 CHF | 5'000 | 4'870 | 5'000 | 4'873 | 244'419 CHF | 240'603 CHF | 100.00% | 100.00% |
18.03.2024 | 1.00% | 50.00 CHF | 50.50 CHF | 4'550 | 4'805 | 4'620 | 4'817 | 231'501 CHF | 243'822 CHF | 100.00% | 100.00% |
15.03.2024 | 1.00% | 51.00 CHF | 51.51 CHF | 5'000 | 2'665 | 5'000 | 4'270 | 256'195 CHF | 220'759 CHF | 100.00% | 100.00% |
14.03.2024 | 1.00% | 54.49 CHF | 55.04 CHF | 4'950 | 4'850 | 4'960 | 4'875 | 277'595 CHF | 275'585 CHF | 100.00% | 100.00% |