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 | 0.17% | 12.47 CHF | 12.49 CHF | 62'000 | 62'000 | 36'480 | 36'480 | 448'238 CHF | 448'969 CHF | 100.00% | 100.00% |
26.03.2024 | 0.17% | 12.62 CHF | 12.64 CHF | 61'000 | 61'000 | 36'229 | 36'229 | 450'645 CHF | 451'371 CHF | 99.99% | 99.99% |
25.03.2024 | 0.19% | 11.28 CHF | 11.30 CHF | 65'000 | 65'000 | 38'447 | 38'447 | 424'212 CHF | 424'984 CHF | 100.00% | 100.00% |
22.03.2024 | 0.19% | 10.85 CHF | 10.87 CHF | 66'000 | 66'000 | 38'992 | 38'992 | 421'671 CHF | 422'453 CHF | 100.00% | 100.00% |
21.03.2024 | 0.17% | 11.62 CHF | 11.64 CHF | 64'000 | 64'000 | 37'323 | 37'323 | 439'477 CHF | 440'226 CHF | 99.90% | 99.90% |
20.03.2024 | 0.18% | 11.21 CHF | 11.23 CHF | 66'000 | 66'000 | 38'496 | 38'496 | 432'965 CHF | 433'737 CHF | 100.00% | 100.00% |
19.03.2024 | 0.18% | 11.05 CHF | 11.07 CHF | 66'000 | 66'000 | 38'312 | 38'312 | 424'786 CHF | 425'553 CHF | 99.75% | 99.75% |
18.03.2024 | 0.19% | 11.29 CHF | 11.31 CHF | 66'000 | 66'000 | 37'906 | 37'906 | 412'610 CHF | 413'370 CHF | 98.17% | 98.17% |
15.03.2024 | 0.20% | 9.77 CHF | 9.79 CHF | 67'000 | 67'000 | 39'803 | 39'803 | 395'189 CHF | 395'985 CHF | 100.00% | 100.00% |
14.03.2024 | 0.19% | 9.77 CHF | 9.79 CHF | 67'000 | 67'000 | 39'627 | 39'627 | 408'519 CHF | 409'311 CHF | 99.60% | 99.60% |