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 | 0.28% | 3.53 CHF | 3.54 CHF | 150'000 | 150'000 | 149'870 | 149'869 | 528'714 CHF | 530'211 CHF | 100.00% | 100.00% |
26.03.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 536'852 CHF | 538'352 CHF | 100.00% | 100.00% |
25.03.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 150'000 | 150'000 | 149'757 | 149'757 | 538'113 CHF | 539'613 CHF | 99.63% | 99.63% |
22.03.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 537'264 CHF | 538'764 CHF | 100.00% | 100.00% |
21.03.2024 | 0.26% | 3.63 CHF | 3.64 CHF | 150'000 | 150'000 | 149'643 | 149'643 | 573'060 CHF | 574'560 CHF | 100.00% | 100.00% |
20.03.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 150'000 | 150'000 | 149'745 | 149'745 | 545'174 CHF | 546'674 CHF | 100.00% | 100.00% |
19.03.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 546'697 CHF | 548'197 CHF | 100.00% | 100.00% |
18.03.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 561'259 CHF | 562'759 CHF | 100.00% | 100.00% |
15.03.2024 | 0.27% | 3.85 CHF | 3.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 563'761 CHF | 565'261 CHF | 100.00% | 100.00% |
14.03.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 548'048 CHF | 549'548 CHF | 99.98% | 99.98% |