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 | 0.24% | 4.15 CHF | 4.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 620'896 CHF | 622'396 CHF | 100.00% | 100.00% |
26.03.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 611'569 CHF | 613'069 CHF | 99.61% | 99.61% |
25.03.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 593'200 CHF | 594'700 CHF | 100.00% | 100.00% |
22.03.2024 | 0.24% | 4.04 CHF | 4.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 612'222 CHF | 613'722 CHF | 100.00% | 100.00% |
21.03.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 621'305 CHF | 622'805 CHF | 91.97% | 91.97% |
20.03.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 592'943 CHF | 594'443 CHF | 100.00% | 100.00% |
19.03.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 577'526 CHF | 579'026 CHF | 99.26% | 99.26% |
18.03.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 594'599 CHF | 596'099 CHF | 99.94% | 99.94% |
15.03.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 625'329 CHF | 626'829 CHF | 97.83% | 97.83% |
14.03.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 632'467 CHF | 633'967 CHF | 97.12% | 97.12% |