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 | 0.50% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 49'958 | 49'958 | 100'451 CHF | 100'951 CHF | 100.00% | 100.00% |
26.03.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'276 CHF | 104'776 CHF | 100.00% | 100.00% |
25.03.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 49'921 | 49'922 | 104'210 CHF | 104'713 CHF | 99.97% | 99.97% |
22.03.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'953 CHF | 103'453 CHF | 99.83% | 99.83% |
21.03.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 49'885 | 49'885 | 106'612 CHF | 107'112 CHF | 100.00% | 100.00% |
20.03.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 49'918 | 49'918 | 98'875 CHF | 99'375 CHF | 100.00% | 100.00% |
19.03.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 49'986 | 100'478 CHF | 100'949 CHF | 99.15% | 99.15% |
18.03.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 49'994 | 49'996 | 109'768 CHF | 110'273 CHF | 100.00% | 100.00% |
15.03.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'207 CHF | 119'708 CHF | 100.00% | 100.00% |
14.03.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'376 CHF | 115'876 CHF | 99.98% | 99.98% |