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 | 0.10% | 9.94 CHF | 9.95 CHF | 74'900 | 74'900 | 74'706 | 74'706 | 741'616 CHF | 742'363 CHF | 100.00% | 100.00% |
26.03.2024 | 0.10% | 10.02 CHF | 10.03 CHF | 74'600 | 74'600 | 72'723 | 72'723 | 727'620 CHF | 728'347 CHF | 100.00% | 100.00% |
25.03.2024 | 0.10% | 10.23 CHF | 10.24 CHF | 71'500 | 71'500 | 71'630 | 71'630 | 736'906 CHF | 737'622 CHF | 99.64% | 99.64% |
22.03.2024 | 0.10% | 10.34 CHF | 10.35 CHF | 71'700 | 71'700 | 72'494 | 72'494 | 743'427 CHF | 744'152 CHF | 100.00% | 100.00% |
21.03.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 73'000 | 73'000 | 70'444 | 70'444 | 714'984 CHF | 715'688 CHF | 100.00% | 100.00% |
20.03.2024 | 0.09% | 10.53 CHF | 10.54 CHF | 68'900 | 68'900 | 68'256 | 68'256 | 721'689 CHF | 722'371 CHF | 100.00% | 100.00% |
19.03.2024 | 0.09% | 10.64 CHF | 10.65 CHF | 67'900 | 67'900 | 67'838 | 67'838 | 725'293 CHF | 725'971 CHF | 100.00% | 100.00% |
18.03.2024 | 0.09% | 10.66 CHF | 10.67 CHF | 67'800 | 67'800 | 67'418 | 67'418 | 722'239 CHF | 722'914 CHF | 99.50% | 99.50% |
15.03.2024 | 0.09% | 10.77 CHF | 10.78 CHF | 67'200 | 67'200 | 67'323 | 67'323 | 726'477 CHF | 727'150 CHF | 100.00% | 100.00% |
14.03.2024 | 0.09% | 10.79 CHF | 10.80 CHF | 67'400 | 67'400 | 66'963 | 66'963 | 722'051 CHF | 722'721 CHF | 99.65% | 99.65% |