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 | 0.25% | 3.96 CHF | 3.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 395'741 CHF | 396'741 CHF | 100.00% | 100.00% |
26.03.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 389'583 CHF | 390'583 CHF | 100.00% | 100.00% |
25.03.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 377'342 CHF | 378'342 CHF | 99.79% | 99.79% |
22.03.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 390'118 CHF | 391'118 CHF | 99.96% | 99.96% |
21.03.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 396'635 CHF | 397'635 CHF | 91.34% | 91.34% |
20.03.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 377'317 CHF | 378'317 CHF | 97.73% | 97.73% |
19.03.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 366'951 CHF | 367'951 CHF | 96.05% | 96.05% |
18.03.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 378'944 CHF | 379'944 CHF | 100.00% | 100.00% |
15.03.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 399'207 CHF | 400'207 CHF | 88.98% | 88.98% |
14.03.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 100'000 | 100'000 | 99'560 | 99'560 | 402'152 CHF | 403'148 CHF | 93.34% | 93.34% |