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% | 2.51 CHF | 2.52 CHF | 52'000 | 52'000 | 51'954 | 51'954 | 130'864 CHF | 131'384 CHF | 100.00% | 100.00% |
26.03.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 128'775 CHF | 129'295 CHF | 100.00% | 100.00% |
25.03.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 52'000 | 52'000 | 51'915 | 51'915 | 125'410 CHF | 125'930 CHF | 100.00% | 100.00% |
22.03.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 129'022 CHF | 129'542 CHF | 99.78% | 99.78% |
21.03.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 52'000 | 52'000 | 51'872 | 51'872 | 130'492 CHF | 131'012 CHF | 99.86% | 99.86% |
20.03.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 52'000 | 52'000 | 51'910 | 51'910 | 128'803 CHF | 129'323 CHF | 100.00% | 100.00% |
19.03.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 126'880 CHF | 127'400 CHF | 99.65% | 99.65% |
18.03.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 124'419 CHF | 124'939 CHF | 100.00% | 100.00% |
15.03.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 52'000 | 52'000 | 52'017 | 52'017 | 123'880 CHF | 124'400 CHF | 100.00% | 100.00% |
14.03.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 54'000 | 54'000 | 53'976 | 53'976 | 125'693 CHF | 126'233 CHF | 100.00% | 100.00% |