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 | 1.00% | 65.79 CHF | 66.45 CHF | 1'516 | 1'501 | 1'520 | 1'505 | 99'759 CHF | 99'759 CHF | 99.95% | 99.95% |
26.03.2024 | 1.00% | 65.03 CHF | 65.68 CHF | 1'534 | 1'519 | 1'537 | 1'522 | 99'758 CHF | 99'761 CHF | 99.76% | 99.76% |
25.03.2024 | 1.00% | 64.35 CHF | 65.00 CHF | 1'550 | 1'535 | 1'546 | 1'531 | 99'755 CHF | 99'760 CHF | 100.00% | 100.00% |
22.03.2024 | 1.00% | 64.23 CHF | 64.87 CHF | 1'553 | 1'538 | 1'543 | 1'528 | 99'757 CHF | 99'762 CHF | 99.99% | 99.99% |
21.03.2024 | 1.00% | 64.92 CHF | 65.57 CHF | 1'537 | 1'521 | 1'548 | 1'533 | 99'754 CHF | 99'760 CHF | 99.19% | 99.19% |
20.03.2024 | 1.00% | 63.63 CHF | 64.27 CHF | 157 | 155 | 156 | 154 | 9'981 CHF | 9'965 CHF | 95.34% | 95.34% |
19.03.2024 | 1.00% | 63.48 CHF | 64.12 CHF | 1'571 | 1'556 | 1'575 | 1'559 | 99'751 CHF | 99'754 CHF | 99.87% | 99.87% |
18.03.2024 | 1.00% | 63.43 CHF | 64.07 CHF | 1'573 | 1'557 | 1'580 | 1'564 | 99'754 CHF | 99'746 CHF | 99.99% | 99.99% |
15.03.2024 | 0.99% | 62.79 CHF | 63.42 CHF | 1'589 | 1'573 | 1'583 | 1'567 | 99'739 CHF | 99'755 CHF | 99.99% | 99.99% |
14.03.2024 | 1.00% | 62.95 CHF | 63.58 CHF | 1'585 | 1'569 | 1'575 | 1'559 | 99'750 CHF | 99'751 CHF | 99.41% | 99.41% |