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 | 0.40% | 2.60 CHF | 2.61 CHF | 240'000 | 240'000 | 151'254 | 151'254 | 388'928 CHF | 390'444 CHF | 100.00% | 100.00% |
26.03.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 243'000 | 243'000 | 152'346 | 152'346 | 387'600 CHF | 389'126 CHF | 100.00% | 100.00% |
25.03.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 245'000 | 245'000 | 152'865 | 152'865 | 386'454 CHF | 387'989 CHF | 100.00% | 100.00% |
22.03.2024 | 0.40% | 2.60 CHF | 2.61 CHF | 243'000 | 243'000 | 152'407 | 152'407 | 391'564 CHF | 393'091 CHF | 100.00% | 100.00% |
21.03.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 243'000 | 243'000 | 149'517 | 149'517 | 401'922 CHF | 403'422 CHF | 100.00% | 100.00% |
20.03.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 240'000 | 240'000 | 150'030 | 150'030 | 404'334 CHF | 405'840 CHF | 100.00% | 100.00% |
19.03.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 243'000 | 243'000 | 114'513 | 114'513 | 302'298 CHF | 303'445 CHF | 100.00% | 100.00% |
18.03.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 240'000 | 240'000 | 148'865 | 148'865 | 396'213 CHF | 397'704 CHF | 100.00% | 100.00% |
15.03.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 248'000 | 248'000 | 154'686 | 154'686 | 393'882 CHF | 395'432 CHF | 99.98% | 99.98% |
14.03.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 245'000 | 245'000 | 154'388 | 154'388 | 395'718 CHF | 397'264 CHF | 100.00% | 100.00% |