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 | 0.64% | 4.70 CHF | 4.73 CHF | 22'067 | 22'067 | 22'079 | 22'079 | 103'718 CHF | 104'380 CHF | 100.00% | 100.00% |
26.03.2024 | 0.62% | 4.66 CHF | 4.69 CHF | 22'110 | 22'110 | 21'992 | 21'992 | 106'086 CHF | 106'746 CHF | 99.99% | 99.99% |
25.03.2024 | 0.63% | 4.86 CHF | 4.89 CHF | 21'912 | 21'912 | 21'898 | 21'898 | 106'292 CHF | 106'965 CHF | 100.00% | 100.00% |
22.03.2024 | 0.62% | 4.87 CHF | 4.90 CHF | 21'872 | 21'872 | 21'935 | 21'935 | 105'896 CHF | 106'554 CHF | 100.00% | 100.00% |
21.03.2024 | 0.56% | 4.93 CHF | 4.96 CHF | 21'934 | 21'934 | 21'593 | 21'593 | 114'906 CHF | 115'554 CHF | 90.64% | 90.64% |
20.03.2024 | 0.60% | 5.01 CHF | 5.04 CHF | 21'789 | 21'789 | 21'807 | 21'807 | 108'350 CHF | 109'004 CHF | 96.29% | 96.29% |
19.03.2024 | 0.60% | 4.98 CHF | 5.01 CHF | 21'815 | 21'815 | 21'784 | 21'784 | 108'738 CHF | 109'391 CHF | 96.98% | 96.98% |
18.03.2024 | 0.58% | 5.11 CHF | 5.14 CHF | 21'713 | 21'713 | 21'660 | 21'660 | 112'389 CHF | 113'039 CHF | 100.00% | 100.00% |
15.03.2024 | 0.57% | 5.40 CHF | 5.43 CHF | 21'454 | 21'454 | 21'617 | 21'617 | 113'187 CHF | 113'836 CHF | 91.03% | 91.03% |
14.03.2024 | 0.60% | 4.93 CHF | 4.96 CHF | 21'923 | 21'923 | 21'816 | 21'816 | 109'566 CHF | 110'220 CHF | 91.69% | 91.69% |