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 | 0.14% | 7.40 CHF | 7.41 CHF | 75'000 | 75'000 | 74'936 | 74'936 | 554'165 CHF | 554'915 CHF | 100.00% | 100.00% |
26.03.2024 | 0.13% | 7.34 CHF | 7.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 562'895 CHF | 563'645 CHF | 100.00% | 100.00% |
25.03.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 75'000 | 75'000 | 74'882 | 74'882 | 563'355 CHF | 564'105 CHF | 99.67% | 99.67% |
22.03.2024 | 0.13% | 7.54 CHF | 7.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 562'551 CHF | 563'301 CHF | 100.00% | 100.00% |
21.03.2024 | 0.13% | 7.60 CHF | 7.61 CHF | 75'000 | 75'000 | 74'825 | 74'825 | 598'897 CHF | 599'647 CHF | 99.99% | 99.99% |
20.03.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 75'000 | 75'000 | 74'875 | 74'872 | 570'213 CHF | 570'939 CHF | 100.00% | 100.00% |
19.03.2024 | 0.13% | 7.63 CHF | 7.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 572'376 CHF | 573'126 CHF | 100.00% | 100.00% |
18.03.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 75'000 | 75'000 | 74'994 | 74'994 | 586'048 CHF | 586'798 CHF | 100.00% | 100.00% |
15.03.2024 | 0.13% | 8.03 CHF | 8.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 588'579 CHF | 589'329 CHF | 99.97% | 99.97% |
14.03.2024 | 0.13% | 7.55 CHF | 7.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 572'860 CHF | 573'610 CHF | 99.99% | 99.99% |