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 | 2.26% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'513 CHF | 33'571 CHF | 100.00% | 100.00% |
26.03.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'273 | 75'000 | 50'763 CHF | 32'407 CHF | 100.00% | 100.00% |
25.03.2024 | 2.62% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 113'514 | 67'794 | 48'962 CHF | 29'959 CHF | 91.07% | 91.07% |
22.03.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 119'810 | 75'000 | 52'600 CHF | 33'679 CHF | 100.00% | 100.00% |
21.03.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 115'225 | 73'237 | 51'642 CHF | 33'618 CHF | 99.09% | 99.09% |
20.03.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 127'561 | 75'000 | 52'234 CHF | 31'476 CHF | 100.00% | 100.00% |
19.03.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 128'007 | 75'000 | 52'283 CHF | 31'396 CHF | 90.22% | 90.22% |
18.03.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 121'375 | 75'000 | 51'403 CHF | 32'525 CHF | 100.00% | 100.00% |
15.03.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 111'706 | 75'000 | 52'781 CHF | 36'213 CHF | 98.73% | 98.73% |
14.03.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'189 | 75'000 | 51'991 CHF | 36'816 CHF | 98.33% | 98.33% |