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 | 0.07% | 14.54 CHF | 14.55 CHF | 450'000 | 450'000 | 449'618 | 449'618 | 6'545'520 CHF | 6'550'020 CHF | 100.00% | 100.00% |
26.03.2024 | 0.07% | 14.45 CHF | 14.46 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'488'120 CHF | 6'492'620 CHF | 99.03% | 99.03% |
25.03.2024 | 0.07% | 14.34 CHF | 14.35 CHF | 450'000 | 450'000 | 449'297 | 449'297 | 6'456'680 CHF | 6'461'180 CHF | 100.00% | 100.00% |
22.03.2024 | 0.07% | 14.54 CHF | 14.55 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'626'450 CHF | 6'630'950 CHF | 100.00% | 100.00% |
21.03.2024 | 0.07% | 14.81 CHF | 14.82 CHF | 450'000 | 450'000 | 448'959 | 448'959 | 6'555'740 CHF | 6'560'240 CHF | 99.72% | 99.72% |
20.03.2024 | 0.07% | 14.04 CHF | 14.05 CHF | 450'000 | 450'000 | 449'238 | 449'238 | 6'292'330 CHF | 6'296'830 CHF | 100.00% | 100.00% |
19.03.2024 | 0.07% | 13.88 CHF | 13.89 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'171'880 CHF | 6'176'380 CHF | 100.00% | 100.00% |
18.03.2024 | 0.07% | 13.75 CHF | 13.76 CHF | 450'000 | 450'000 | 449'623 | 449'623 | 6'132'310 CHF | 6'136'810 CHF | 99.86% | 99.86% |
15.03.2024 | 0.07% | 13.59 CHF | 13.60 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'185'970 CHF | 6'190'470 CHF | 99.99% | 99.99% |
14.03.2024 | 0.07% | 13.76 CHF | 13.77 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'247'450 CHF | 6'251'950 CHF | 99.82% | 99.82% |