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 | 0.27% | 18.45 CHF | 18.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 922'792 CHF | 925'292 CHF | 100.00% | 100.00% |
26.03.2024 | 0.27% | 18.30 CHF | 18.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 914'311 CHF | 916'811 CHF | 100.00% | 100.00% |
25.03.2024 | 0.27% | 18.20 CHF | 18.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 910'224 CHF | 912'724 CHF | 100.00% | 100.00% |
22.03.2024 | 0.27% | 18.40 CHF | 18.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 928'916 CHF | 931'416 CHF | 100.00% | 100.00% |
21.03.2024 | 0.27% | 18.65 CHF | 18.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 922'594 CHF | 925'094 CHF | 91.84% | 91.84% |
20.03.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 891'464 CHF | 893'964 CHF | 99.18% | 99.18% |
19.03.2024 | 0.28% | 17.70 CHF | 17.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 876'232 CHF | 878'732 CHF | 96.97% | 96.97% |
18.03.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 870'886 CHF | 873'386 CHF | 100.00% | 100.00% |
15.03.2024 | 0.29% | 17.35 CHF | 17.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 875'262 CHF | 877'762 CHF | 91.78% | 91.78% |
14.03.2024 | 0.28% | 17.55 CHF | 17.60 CHF | 50'000 | 50'000 | 49'749 | 49'749 | 878'374 CHF | 880'863 CHF | 97.05% | 97.05% |