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 | 0.06% | 18.13 CHF | 18.14 CHF | 225'000 | 225'000 | 224'808 | 224'808 | 4'078'710 CHF | 4'080'960 CHF | 100.00% | 100.00% |
26.03.2024 | 0.06% | 18.03 CHF | 18.04 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'047'170 CHF | 4'049'420 CHF | 98.95% | 98.95% |
25.03.2024 | 0.06% | 17.90 CHF | 17.91 CHF | 225'000 | 225'000 | 224'647 | 224'647 | 4'026'170 CHF | 4'028'420 CHF | 100.00% | 100.00% |
22.03.2024 | 0.05% | 18.09 CHF | 18.10 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'113'160 CHF | 4'115'410 CHF | 100.00% | 100.00% |
21.03.2024 | 0.06% | 18.37 CHF | 18.38 CHF | 225'000 | 225'000 | 224'477 | 224'477 | 4'072'220 CHF | 4'074'470 CHF | 99.74% | 99.74% |
20.03.2024 | 0.06% | 17.56 CHF | 17.57 CHF | 225'000 | 225'000 | 224'619 | 224'619 | 3'936'870 CHF | 3'939'120 CHF | 100.00% | 100.00% |
19.03.2024 | 0.06% | 17.39 CHF | 17.40 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'875'310 CHF | 3'877'560 CHF | 100.00% | 100.00% |
18.03.2024 | 0.06% | 17.26 CHF | 17.27 CHF | 225'000 | 225'000 | 224'812 | 224'812 | 3'851'230 CHF | 3'853'480 CHF | 99.85% | 99.85% |
15.03.2024 | 0.06% | 17.08 CHF | 17.09 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'877'290 CHF | 3'879'540 CHF | 99.99% | 99.99% |
14.03.2024 | 0.06% | 17.25 CHF | 17.26 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'905'510 CHF | 3'907'760 CHF | 99.81% | 99.81% |