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 | 3.88% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 126'491 CHF | 131'491 CHF | 83.64% | 83.64% |
26.03.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 128'463 CHF | 133'463 CHF | 26.97% | 26.97% |
25.03.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 441'205 | 441'205 | 108'663 CHF | 113'075 CHF | 58.09% | 58.09% |
22.03.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 129'727 CHF | 134'727 CHF | 29.20% | 29.20% |
21.03.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 130'172 CHF | 135'172 CHF | 33.02% | 33.02% |
20.03.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 131'476 CHF | 136'476 CHF | 56.48% | 56.48% |
19.03.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 127'395 CHF | 132'395 CHF | 55.20% | 55.20% |
18.03.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15.03.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 130'000 CHF | 135'000 CHF | 72.65% | 72.65% |
14.03.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 130'000 CHF | 135'000 CHF | 94.49% | 94.49% |