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 | 0.38% | 2.60 CHF | 2.61 CHF | 52'000 | 52'000 | 51'954 | 51'954 | 135'516 CHF | 136'036 CHF | 100.00% | 100.00% |
26.03.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 133'357 CHF | 133'877 CHF | 100.00% | 100.00% |
25.03.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 52'000 | 52'000 | 51'914 | 51'914 | 130'017 CHF | 130'537 CHF | 100.00% | 100.00% |
22.03.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 133'652 CHF | 134'172 CHF | 99.79% | 99.79% |
21.03.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 52'000 | 52'000 | 51'872 | 51'872 | 135'114 CHF | 135'634 CHF | 99.86% | 99.86% |
20.03.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 52'000 | 52'000 | 51'910 | 51'910 | 133'440 CHF | 133'960 CHF | 100.00% | 100.00% |
19.03.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 131'505 CHF | 132'025 CHF | 99.62% | 99.62% |
18.03.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 52'000 | 52'000 | 51'993 | 51'993 | 129'008 CHF | 129'528 CHF | 100.00% | 100.00% |
15.03.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 52'000 | 52'000 | 52'017 | 52'017 | 128'478 CHF | 128'998 CHF | 100.00% | 100.00% |
14.03.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 54'000 | 54'000 | 53'976 | 53'976 | 130'406 CHF | 130'946 CHF | 100.00% | 100.00% |