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 | 0.40% | 2.51 CHF | 2.52 CHF | 53'000 | 53'000 | 52'957 | 52'957 | 133'892 CHF | 134'422 CHF | 100.00% | 100.00% |
26.03.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 54'000 | 54'000 | 53'985 | 53'985 | 132'524 CHF | 133'064 CHF | 100.00% | 100.00% |
25.03.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 54'000 | 54'000 | 53'362 | 53'362 | 132'227 CHF | 132'761 CHF | 99.91% | 99.91% |
22.03.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 133'148 CHF | 133'678 CHF | 100.00% | 100.00% |
21.03.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 53'000 | 53'000 | 52'878 | 52'878 | 135'261 CHF | 135'791 CHF | 100.00% | 100.00% |
20.03.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 53'000 | 53'000 | 52'911 | 52'911 | 133'355 CHF | 133'885 CHF | 99.67% | 99.67% |
19.03.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 53'000 | 53'000 | 53'355 | 53'355 | 132'321 CHF | 132'855 CHF | 100.00% | 100.00% |
18.03.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 53'000 | 53'000 | 53'592 | 53'592 | 132'704 CHF | 133'240 CHF | 100.00% | 100.00% |
15.03.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 53'000 | 53'000 | 52'934 | 52'934 | 137'512 CHF | 138'042 CHF | 100.00% | 100.00% |
14.03.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 140'404 CHF | 140'924 CHF | 98.37% | 98.37% |