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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.02.2021 | 0.82% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 370'917 CHF | 373'965 CHF | 98.57% | 98.57% |
24.02.2021 | 0.81% | 1.17 CHF | 1.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 367'212 CHF | 370'212 CHF | 99.28% | 99.28% |
22.02.2021 | 0.76% | 1.25 CHF | 1.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 393'323 CHF | 396'323 CHF | 99.72% | 99.72% |
19.02.2021 | 0.83% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 360'422 CHF | 363'422 CHF | 97.99% | 97.99% |
18.02.2021 | 0.91% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 329'754 CHF | 332'754 CHF | 96.67% | 96.67% |
17.02.2021 | 0.98% | 1.09 CHF | 1.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 303'976 CHF | 306'976 CHF | 98.85% | 98.85% |
16.02.2021 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 247'254 CHF | 250'254 CHF | 99.63% | 99.63% |
15.02.2021 | 1.18% | 0.80 CHF | 0.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 252'322 CHF | 255'322 CHF | 97.83% | 97.83% |
12.02.2021 | 1.03% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 291'341 CHF | 294'341 CHF | 89.39% | 89.39% |
11.02.2021 | 1.04% | 0.99 CHF | 1.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 288'359 CHF | 291'359 CHF | 100.00% | 100.00% |